Cooperative Decision-Making Under Risk
In cooperative games, one generally assumes that the agents know exactly the joint (monetary) gains that can be achieved by any possible coalition of cooperating agents. In reality, however, only little is known with certainty. This does not necessarily imply that traditional cooperative game theory...
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| Format: | eBook |
| Language: | English |
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New York, NY
Springer US
2000, 2000
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| Edition: | 1st ed. 2000 |
| Series: | Theory and Decision Library C, Game Theory, Social Choice, Decision Theory, and Optimization
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| Online Access: | |
| Collection: | Springer Book Archives -2004 - Collection details see MPG.ReNa |
Table of Contents:
- 1 Introduction
- 2 Cooperative Game Theory
- 2.1 Cooperative Decision-Making Problems
- 2.2 Transferable and Non-transferable Utility
- 2.3 Cooperative Games with Transferable Utility
- 2.4 Cooperative Games with Non-Transferable Utility
- 2.5 Chance-Constrained Games
- 3 Stochastic Cooperative Games
- 3.1 The Model
- 3.2 Preferences on Stochastic Payoffs
- 4 The Core, Superadditivity, and Convexity
- 4.1 The Core of a Stochastic Cooperative Game
- 4.2 Superadditive Games
- 4.3 Convex Games
- 4.4 Remarks
- 5 Nucleoli for Stochastic Cooperative Games
- 5.1 Nucleolus Nl
- 5.2 Nucleolus N2
- 5.3 Nucleoli, Core, and Certainty Equivalents
- 5.4 Appendix: Proofs
- 6 Risk Sharing and Insurance
- 6.1 Insurance Games
- 6.2 Subadditivity for Collective Insurances
- 6.3 Remarks
- 6.4 Appendix: Proofs
- 7 Price Uncertainty in Linear Production Situations
- 7.1 Stochastic Linear Production Games
- 7.2 Financial Games
- 7.3 Remarks
- A Probability Theory
- References