Stochastic linear programming games with concave preferences

• We study stochastic linear programming games, a class of stochastic cooperative games. • These games can model various settings involving payoff sharing under uncertainty. • We focus on the core of these games under a scenario-dependent allocation scheme. • The core is nonempty when preferences ar...
Ausführliche Beschreibung

• We study stochastic linear programming games, a class of stochastic cooperative games. • These games can model various settings involving payoff sharing under uncertainty. • We focus on the core of these games under a scenario-dependent allocation scheme. • The core is nonempty when preferences are given by concave certainty equivalents. • For some certainty equivalents, a core allocation can be computed in polynomial time. Ausführliche Beschreibung