Dynamic linear programming games with risk-averse players
From MaRDI portal
Publication:526824
DOI10.1007/s10107-016-1054-yzbMath1366.91029OpenAlexW2503142623MaRDI QIDQ526824
Alejandro Toriello, Nelson A. Uhan
Publication date: 15 May 2017
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-016-1054-y
Related Items (6)
Inventory centralization with risk-averse newsvendors ⋮ Strong time-consistent core for a class of linear-state games ⋮ On the regularization of a cooperative solution in a multistage game with random time horizon ⋮ Recent contributions to linear semi-infinite optimization: an update ⋮ Technical Note—Robust Newsvendor Games with Ambiguity in Demand Distributions ⋮ Game-Theoretic Learning and Allocations in Robust Dynamic Coalitional Games
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A robust-CVaR optimization approach with application to breast cancer therapy
- Stochastic linear programming games with concave preferences
- On the core of dynamic cooperative games
- Linear optimization and approximation. An introduction to the theoretical analysis and numerical treatment of semi-infinite programs. Transl. from the German
- The core of a monetary economy without trust
- Transferable utility games with uncertainty
- The newsvendor game has a nonempty core
- On the core of network synthesis games
- Economic lot-sizing games
- Newsvendor solutions via conditional value-at-risk minimization
- Large newsvendor games
- Coherent risk measures in inventory problems
- A risk-averse newsvendor with law invariant coherent measures of risk
- Production-inventory games and PMAS-games: Characterizations of the Owen point
- Production-inventory games: A new class of totally balanced combinatorial optimization games
- Cooperation under interval uncertainty
- Min-max optimization of several classical discrete optimization problems
- Stochastic cooperative games: Superadditivity, convexity, and certainty equivalents
- Cores of inventory centralization games
- Characterization of the Owen set of linear production processes
- Dynamic cost allocation for economic lot sizing games
- The strong sequential core in a dynamic exchange economy
- On three Shapley-like solutions for cooperative games with random payoffs
- Cooperative games with stochastic payoffs
- The strong sequential core for two-period economies
- Cooperative Markov decision processes: time consistency, greedy players satisfaction, and cooperation maintenance
- A primal-dual algorithm for computing a cost allocation in the core of economic lot-sizing games
- A multi-product risk-averse newsvendor with exponential utility function
- The risk-averse newsvendor problem with random capacity
- Core concepts for incomplete market economies
- Sequential stochastic core of a cooperative stochastic programming game
- Virtual utility and the core for games with incomplete information
- The strong sequential core for stationary cooperative games
- Game-theoretic analysis of cooperation among supply chain agents: Review and extensions
- Cooperation between multiple news-vendors with transshipments
- The assignment game. I: The core
- Theory of capacities
- Coherent Measures of Risk
- Polymatroid Optimization, Submodularity, and Joint Replenishment Games
- A NOTE ON THE WEAK SEQUENTIAL CORE OF DYNAMIC TU GAMES
- A Multiproduct Risk-Averse Newsvendor with Law-Invariant Coherent Measures of Risk
- A Stochastic Programming Duality Approach to Inventory Centralization Games
- Technical Note—A Risk-Averse Newsvendor Model Under the CVaR Criterion
- Inventory Centralization Games with Price-Dependent Demand and Quantity Discount
- Constructing Uncertainty Sets for Robust Linear Optimization
- On some approximately balanced combinatorial cooperative games
- On the Core and Dual Set of Linear Programming Games
- Tight Approximations of Dynamic Risk Measures
- A generalized linear production model: A unifying model
- Geometric Properties of the Kernel, Nucleolus, and Related Solution Concepts
- Minimum cost spanning tree games
- Totally Balanced Games and Games of Flow
- On the core of linear production games
- Integral Representation Without Additivity
- DYNAMIC COOPERATIVE GAMES
- Stochastic programming, cooperation, and risk exchange
- The Dual Theory of Choice under Risk
- Cooperative facility location games
- Cost allocation in continuous-review inventory models
- Algorithmic Aspects of the Core of Combinatorial Optimization Games
- Technical Note—On Traveling Salesman Games with Asymmetric Costs
- Cost Allocation for Joint Replenishment Models
- Allocating Cost of Service to Customers in Inventory Routing
- Conditional Risk Mappings
- The Nucleolus of a Characteristic Function Game
- CORE CONCEPTS FOR DYNAMIC TU GAMES
- Robust Statistics
This page was built for publication: Dynamic linear programming games with risk-averse players