Stochastic cooperative games: Superadditivity, convexity, and certainty equivalents

DOI10.1006/GAME.1998.0672MaRDI QIDQ1294040zbMATH OpenOpenAlexFDO

Authors Jeroen Suijs, Peter Borm

Publication date 14 June 2000

Published in Games and Economic Behavior (Search for Journal in Brave)

Full work available at URL https://research.tilburguniversity.edu/en/publications/42630051-47fb-44ec-839b-471da792e436

zbMATH Keywords

cooperative gamesconexitystochastic variablessuperadditivity

Mathematics Subject Classification ID

Cooperative games (91A12) Stochastic games, stochastic differential games (91A15)

Recommendations

• CONVEXITY IN STOCHASTIC COOPERATIVE SITUATIONS
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• On convexity in cooperative games with externalities
• Core of a repeated \(n\)-person stochastic cooperative game

Cites work

• scientific article; zbMATH DE number 3566588 (Why is no real title available?)
• Coalitional and Chance-Constrained Solutions to n-Person Games, II: Two-Stage Solutions
• Coalitional and Chance-Constrained Solutions ton-Person Games. I: The Prior Satisficing Nucleolus
• Convex games without side payments
• Cooperative Games in Stochastic Characteristic Function Form
• Stochastic cooperative games in insurance

Cited in

(21)

• Resolving an insurance allocation problem: a procedural approach
• Transferable utility games with uncertainty
• scientific article; zbMATH DE number 7349343 (Why is no real title available?)
• A note on optimal penal codes in stochastic Bertrand supergames
• Cooperative game with nondeterministic returns
• Transversality of the Shapley value
• On robustness and dynamics in (un)balanced coalitional games
• On the convexity of games corresponding to sequencing situations with due dates.
• Deviations, uncertainty and the core
• CONVEXITY IN STOCHASTIC COOPERATIVE SITUATIONS
• scientific article; zbMATH DE number 4121796 (Why is no real title available?)
• A fair procedure in insurance
• Stochastic linear programming games with concave preferences
• The non-emptiness of the weak sequential core of a transferable utility game with uncertainty
• Robust dynamic cooperative games
• Dynamic linear programming games with risk-averse players
• Cost allocation in spanning network enterprises with stochastic connection costs.
• Designing an allocation mechanism for a coalitional production game
• Games of bounded deviation, additivizations of games and asymptotic martingales
• Super-additivity and concavity are equivalent for Pareto optimal \(n\)-agent bargaining solutions
• Technical note -- robust newsvendor games with ambiguity in demand distributions

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