Stochastic cooperative games: Superadditivity, convexity, and certainty equivalents

DOI10.1006/GAME.1998.0672zbMATH Open0937.91020OpenAlexW2161282633MaRDI QIDQ1294040FDOQ1294040

Peter Borm, Jeroen Suijs

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

Recommendations

• CONVEXITY IN STOCHASTIC COOPERATIVE SITUATIONS
• Cooperative games with stochastic payoffs
• CORES OF STOCHASTIC COOPERATIVE GAMES WITH STOCHASTIC ORDERS
• On convexity in cooperative games with externalities
• Core of a repeated \(n\)-person stochastic cooperative game

zbMATH Keywords

cooperative gamesconexitystochastic variablessuperadditivity

Mathematics Subject Classification ID

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

Cites Work

• Convex games without side payments
• Title not available (Why is that?)
• Stochastic cooperative games in insurance
• Cooperative Games in Stochastic Characteristic Function Form
• 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

Cited In (21)

• Resolving an insurance allocation problem: a procedural approach
• Title not available (Why is that?)
• Games of bounded deviation, additivizations of games and asymptotic martingales
• A fair procedure in insurance
• CONVEXITY IN STOCHASTIC COOPERATIVE SITUATIONS
• Transversality of the Shapley value
• On the convexity of games corresponding to sequencing situations with due dates.
• Stochastic linear programming games with concave preferences
• Transferable utility games with uncertainty
• Cost allocation in spanning network enterprises with stochastic connection costs.
• Super-additivity and concavity are equivalent for Pareto optimal \(n\)-agent bargaining solutions
• Deviations, uncertainty and the core
• Title not available (Why is that?)
• Technical Note—Robust Newsvendor Games with Ambiguity in Demand Distributions
• Cooperative game with nondeterministic returns
• On robustness and dynamics in (un)balanced coalitional games
• Robust dynamic cooperative games
• A note on optimal penal codes in stochastic Bertrand supergames
• The non-emptiness of the weak sequential core of a transferable utility game with uncertainty
• Designing an allocation mechanism for a coalitional production game
• Dynamic linear programming games with risk-averse players

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