Cooperative games with stochastic payoffs

被引:104
作者
Suijs, J
Borm, P
De Waegenaere, A
Tijs, S
机构
[1] Tilburg Univ, Ctr Econ Res, NL-5000 LE Tilburg, Netherlands
[2] Tilburg Univ, Dept Econometr, NL-5000 LE Tilburg, Netherlands
关键词
game theory; stochastic variables; core; balancedness; preferences;
D O I
10.1016/S0377-2217(97)00421-9
中图分类号
C93 [管理学];
学科分类号
12 ; 1201 ; 1202 ; 120202 ;
摘要
This paper introduces a new class of cooperative games arising from cooperative decision making problems in a stochastic environment. Various examples of decision making problems that fall within this new class of games are provided. For a class of games with stochastic payoffs where the preferences are of a specific type, a balancedness concept is introduced. A variant of Farkas' lemma is used to prove that the core of a game within this class is nonempty if and only if the game is balanced. Further, other types of preferences are discussed. In particular, the effects the preferences have on the core of these games are considered. (C) 1999 Elsevier Science B.V. All rights reserved.
引用
收藏
页码:193 / 205
页数:13
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