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
Gespeichert in:
| Autor*in: |
Uhan, Nelson A. [verfasserIn] |
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| Format: |
E-Artikel |
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| Sprache: |
Englisch |
| Erschienen: |
2015 |
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| Umfang: |
10 |
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| Übergeordnetes Werk: |
Enthalten in: Valorization of fatty acid waste for bioplastics production using Bacillus tequilensis: Integration with dark-fermentative hydrogen production process - Venkateswar Reddy, M. ELSEVIER, 2014transfer abstract, EJOR, Amsterdam [u.a.] |
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| Übergeordnetes Werk: |
volume:243 ; year:2015 ; number:2 ; day:1 ; month:06 ; pages:637-646 ; extent:10 |
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| DOI / URN: |
10.1016/j.ejor.2014.12.025 |
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• 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. |
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• 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. |
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• 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. |
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