In this paper we establish a relationship between the core cover of a compromise admissible game and the core of a particular bankruptcy game: the core cover of a compromise admissible game is, indeed, a translation of the set of coalitionally stable allocations captured by an associated...

We discuss an optimal portfolio selection problem of an insurer who faces model uncertainty in a jump-diffusion risk model using a game theoretic approach. In particular, the optimal portfolio selection problem is formulated as a two-person, zero-sum, stochastic differential game between the...

We study a non-cooperative game for joint replenishment by n firms that operate under an EOQ-like setting. Each firm decides whether to replenish independently or to participate in joint replenishment, and how much to contribute to joint ordering costs in case of participation. Joint...

In this paper, we propose a second-order corrector interior-point algorithm for semidefinite programming (SDP). This algorithm is based on the wide neighborhood. The complexity bound is <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$${O(\sqrt{n}L)}$$</EquationSource> </InlineEquation> for the Nesterov-Todd direction, which coincides with the best known complexity results...</equationsource></inlineequation>

A new concept of consistency for cost sharing solutions is discussed, analyzed, and related to the homonymous and natural property within the rationing context. Main result is that the isomorphism in Moulin and Shenker (J Econ Theory 64:178–201, <CitationRef CitationID="CR18">1994</CitationRef>) pairs each additive and consistent...</citationref>

A multiple-partners assignment game with heterogeneous sales and multi-unit demands consists of a set of sellers that own a given number of indivisible units of potentially many different goods and a set of buyers who value those units and want to buy at most an exogenously fixed number of...