Price and variance of anarchy in mean-variance cost density-shaping stochastic differential games

Matthew Zyskowski, Quanyan Zhu. Price and variance of anarchy in mean-variance cost density-shaping stochastic differential games. In Proceedings of the 52nd IEEE Conference on Decision and Control, CDC 2013, December 10-13, 2013, Firenze, Italy. pages 1720-1725, IEEE, 2013. [doi]

@inproceedings{ZyskowskiZ13,
  title = {Price and variance of anarchy in mean-variance cost density-shaping stochastic differential games},
  author = {Matthew Zyskowski and Quanyan Zhu},
  year = {2013},
  doi = {10.1109/CDC.2013.6760130},
  url = {http://dx.doi.org/10.1109/CDC.2013.6760130},
  researchr = {https://researchr.org/publication/ZyskowskiZ13},
  cites = {0},
  citedby = {0},
  pages = {1720-1725},
  booktitle = {Proceedings of the 52nd IEEE Conference on Decision and Control, CDC 2013, December 10-13, 2013, Firenze, Italy},
  publisher = {IEEE},
  isbn = {978-1-4673-5714-2},
}