Search Results - subject:"constant-sum-game"

Wang, Wenna; van den Brink, René; Sun, Hao; Xu, Genjiu; … - 2019

Given any alpha in [0,1], an alpha-constant-sum game on a finite set of players, N, is a function that assigns a real …) as special cases. An alpha-constant-sum game may not be a classical TU cooperative game as it may fail to satisfy the …

Persistent link: https://www.econbiz.de/10012114775

On the Shapley value of liability games

Csóka, Péter; Illés, Ferenc; Solymosi, Tamás - 2020

In a liability problem, the asset value of an insolvent firm must be distributed among the creditors and the firm itself, when the firm has some freedom in negotiating with the creditors. We model the negotiations using cooperative game theory and analyze the Shapley value to resolve such...

Persistent link: https://www.econbiz.de/10012290304

On the Shapley value of liability games

Csóka, Péter; Illés, Ferenc; Solymosi, Tamás - 2020

Persistent link: https://www.econbiz.de/10012210861

The alpha-constant-sum games

Wang, Wenna; Brink, René van den; Sun, Hao; Xu, Genjiu; … - 2019

Given any α ∈ [0, 1], an α-constant-sum game on a finite set of players, N, is a function that assigns a real number to …]) (for α = 1) and games of threats of Kohlberg and Neyman (2018, [4]) (for α = 0) as special cases. An α-constant-sum game …

Persistent link: https://www.econbiz.de/10011987594

Adversarial patrolling in a uniform

Alpern, Steve; Chleboun, Paul; Katsikas, Stamatios; … - In: Operations research 70 (2022) 1, pp. 129-140

Persistent link: https://www.econbiz.de/10012820646

On α-constant-sum games

Wang, Wenna; Brink, René van den; Sun, Hao; Xu, Genjiu; … - In: International journal of game theory 51 (2022) 2, pp. 279-291

Persistent link: https://www.econbiz.de/10013440108

On the Shapley value of liability games

Csóka, Péter; Illés, Ferenc; Solymosi, Tamás - In: European journal of operational research : EJOR 300 (2022) 1, pp. 378-386

Persistent link: https://www.econbiz.de/10013173863

Pure equilibria in a simple dynamic model of strategic market game

Więcek, Piotr - In: Mathematical Methods of Operations Research 69 (2009) 1, pp. 59-79

We present a discrete model of two-person constant-sum dynamic strategic market game. We show that for every value of discount factor the game with discounted rewards possesses a pure stationary strategy equilibrium. Optimal strategies have some useful properties, such as Lipschitz property and...

Persistent link: https://www.econbiz.de/10010999710

Pure equilibria in a simple dynamic model of strategic market game

Więcek, Piotr - In: Computational Statistics 69 (2009) 1, pp. 59-79

Persistent link: https://www.econbiz.de/10010759313