Stochastic programming, cooperation, and risk exchange

DOI10.1080/1055678021000033982zbMath1029.90045OpenAlexW2047536072MaRDI QIDQ4709735

Sjur Didrik Flåm

Publication date: 4 February 2004

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11250/163675

zbMATH Keywords

Lagrange multiplierscooperative gamesstochastic programmingcore solutions

Mathematics Subject Classification ID

Cooperative games (91A12) Stochastic programming (90C15)

Related Items

Dynamic linear programming games with risk-averse players ⋮ Pooling, pricing and trading of risks ⋮ Balanced environmental games

Cites Work

• Duality and optimality in multistage stochastic programming
• Characterization of the Owen set of linear production processes
• Rational expectations equilibria and the ex-post core of an economy with asymmetric information.
• On the core of an economy with differential information
• Production games under uncertainty
• On the Core and Dual Set of Linear Programming Games
• A generalized linear production model: A unifying model
• Generalized Network Problems Yielding Totally Balanced Games
• On the core of linear production games
• Cooperative Games in Stochastic Characteristic Function Form
• Information, Efficiency, and the Core of an Economy
• Set-valued analysis
• Sharing nonconvex costs

This page was built for publication: Stochastic programming, cooperation, and risk exchange