Dynamic linear programming games with risk-averse players

Abstract Motivated by situations in which independent agents wish to cooperate in some uncertain endeavor over time, we study dynamic linear programming games, which generalize classical linear production games to multi-period settings under uncertainty. We specifically consider that players may hav...
Ausführliche Beschreibung

Gespeichert in:
Autor*in:

Toriello, Alejandro [verfasserIn]

Uhan, Nelson A. [verfasserIn]

Format:

E-Artikel

Sprache:

Englisch

Erschienen:

2016

Schlagwörter:

Cooperative game

Stochastic linear program

Risk measure

Übergeordnetes Werk:

Enthalten in: Mathematical programming - Berlin : Springer, 1971, 163(2016), 1-2 vom: 18. Juli, Seite 25-56

Übergeordnetes Werk:

volume:163 ; year:2016 ; number:1-2 ; day:18 ; month:07 ; pages:25-56

Links:

Volltext

DOI / URN:

10.1007/s10107-016-1054-y

Katalog-ID:

SPR008792011

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