Stochastic Contests with Linex Utility Functions

Stochastic Contests with Linex Utility Functions

In this paper, we analyze the Nash equilibrium in a class of winner-takes-all stochastic contests among players with linear-exponential (linex) utility functions. In this contest, players are required to make upfront investments, which collectively determine their winning probabilities. We first sho...

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Bibliographic Details
Main Author: Pelin G. Canbolat
Format: Article
Language:English
Published: Istanbul University 2019-06-01
Series:Alphanumeric Journal
Subjects:
game theory
linear-exponential utility
stochastic contests
winner-takes-all
Online Access: http://alphanumericjournal.com/media/Issue/volume-7-issue-1-2019/stochastic-contests-with-linex-utility-functions.pdf

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