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  • Search: subject:"Mathematics Subject Classification 2000: 91A12"
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Mathematics Subject Classification 2000: 91A12 6 Shapley value 6 cooperative game 4 Key words: Myerson value 2 Key words: antimatroid 2 Key words: matroid 2 communication situations 2 permission structure 2 permission structures 2 union stable systems 2 Journal of Economic Literature Classification: C71 1 Mathematics Subject Classification (2000): 91A12 1
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Bilbao, J. M. 6 Algaba, E. 4 Jiménez-Losada, A. 4 Borm, P. 2 Brink, R. van den 2 Driessen, T. S. H. 2 Lebrón, E. 2 López, J. J. 2 Denti, Enrico 1 Prati, Nando 1
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Computational Statistics 3 Mathematical Methods of Operations Research 3 Decisions in Economics and Finance 1
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RePEc 7
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Axiomatizations of the Shapley value for cooperative games on antimatroids
Algaba, E.; Bilbao, J. M.; Brink, R. van den; … - In: Mathematical Methods of Operations Research 57 (2003) 1, pp. 49-65
Cooperative games on antimatroids are cooperative games restricted by a combinatorial structure which generalize the permission structure. So, cooperative games on antimatroids group several well-known families of games which have important applications in economics and politics. Therefore, the...
Persistent link: https://www.econbiz.de/10010950120
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Axiomatizations of the Shapley value for cooperative games on antimatroids
Algaba, E.; Bilbao, J. M.; Brink, R. van den; … - In: Computational Statistics 57 (2003) 1, pp. 49-65
Cooperative games on antimatroids are cooperative games restricted by a combinatorial structure which generalize the permission structure. So, cooperative games on antimatroids group several well-known families of games which have important applications in economics and politics. Therefore, the...
Persistent link: https://www.econbiz.de/10010759333
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The Shapley value for games on matroids: The dynamic model
Bilbao, J. M.; Driessen, T. S. H.; Jiménez-Losada, A.; … - In: Computational Statistics 56 (2002) 2, pp. 287-301
According to the work of Faigle [3] a static Shapley value for games on matroids has been introduced in Bilbao, Driessen, Jiménez-Losada and Lebrón [1]. In this paper we present a dynamic Shapley value by using a dynamic model which is based on a recursive sequence of static models. In this...
Persistent link: https://www.econbiz.de/10010847495
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The Shapley value for games on matroids: The dynamic model
Bilbao, J. M.; Driessen, T. S. H.; Jiménez-Losada, A.; … - In: Mathematical Methods of Operations Research 56 (2002) 2, pp. 287-301
According to the work of Faigle [3] a static Shapley value for games on matroids has been introduced in Bilbao, Driessen, Jiménez-Losada and Lebrón [1]. In this paper we present a dynamic Shapley value by using a dynamic model which is based on a recursive sequence of static models. In this...
Persistent link: https://www.econbiz.de/10010999539
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An algorithm for winning coalitions in indirect control of corporations
Prati, Nando; Denti, Enrico - In: Decisions in Economics and Finance 24 (2001) 2, pp. 153-158
We describe in this paper a variance reduction method based on control variates. The technique uses the fact that, if all stochastic assets but one are replaced in the payoff function by their mean, the resulting integral can most often be evaluated in closed form. We exploit this idea by...
Persistent link: https://www.econbiz.de/10010845567
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The Myerson value for union stable structures
Algaba, E.; Bilbao, J. M.; Borm, P.; López, J. J. - In: Mathematical Methods of Operations Research 54 (2001) 3, pp. 359-371
We study cooperation structures with the following property: Given any two feasible coalitions with non-empty intersection, its union is a feasible coalition again. These combinatorial structures have a direct relationship with graph communication situations and conference structures à la...
Persistent link: https://www.econbiz.de/10010999908
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The Myerson value for union stable structures
Algaba, E.; Bilbao, J. M.; Borm, P.; López, J. J. - In: Computational Statistics 54 (2001) 3, pp. 359-371
We study cooperation structures with the following property: Given any two feasible coalitions with non-empty intersection, its union is a feasible coalition again. These combinatorial structures have a direct relationship with graph communication situations and conference structures à la...
Persistent link: https://www.econbiz.de/10010759496
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