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  • Search: subject:"strong time-consistency"
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Year of publication
Subject
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Shapley value 3 Cooperative game 2 Cooperative solution 2 Dynamic game 2 Game theory 2 Kooperatives Spiel 2 Multicriteria game 2 Multiple criteria decision making 2 Shapley-Wert 2 Spieltheorie 2 Strong time consistency 2 (Strong) Time-consistency 1 Choquet expectation 1 Cooperative differential games 1 Core 1 Distortion 1 Dynamic portfolio optimisation 1 Dynamic risk measure 1 Dynamisches Spiel 1 Environmental economics 1 Environmental protection 1 Limit theorem 1 Measurement 1 Messung 1 Multi-criteria analysis 1 Multikriterielle Entscheidungsanalyse 1 Portfolio selection 1 Portfolio-Management 1 Risiko 1 Risikomaß 1 Risk 1 Risk measure 1 Spectral risk measure 1 Theorie 1 Theory 1 Umweltschutz 1 Umweltökonomik 1 core 1 dynamic games in discrete time 1 g-expectation 1
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Undetermined 3 Free 2
Type of publication
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Article 5
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3 Article 1
Language
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English 4 Undetermined 1
Author
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Gromova, Ekaterina 3 Kuzyutina, Denis 2 Smirnova, Nadezhda 2 Barsuk, Polina I. 1 FERNÁNDEZ LECHÓN, R. 1 Madan, Dilip B. 1 Pistorius, M. 1 SOTO TORRES, Mª D. 1 Stadje, M. 1 Su, Shimai 1
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Published in...
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Estudios de Economía Aplicada 1 Finance and stochastics 1 International game theory review 1 Operations Research Perspectives 1 Operations research perspectives 1
Source
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ECONIS (ZBW) 3 EconStor 1 RePEc 1
Showing 1 - 5 of 5
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Long-term implementation of the cooperative solution in a multistage multicriteria game
Kuzyutina, Denis; Smirnova, Nadezhda; Gromova, Ekaterina - In: Operations Research Perspectives 6 (2019), pp. 1-9
In order to find an optimal and time consistent cooperative path in multicriteria multistage game the minimal sum of relative deviations rule is introduced. Using this rule one can construct a vector-valued characteristic function that is weakly superadditive. The sustainability of the...
Persistent link: https://www.econbiz.de/10012662776
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Cover Image
Long-term implementation of the cooperative solution in a multistage multicriteria game
Kuzyutina, Denis; Smirnova, Nadezhda; Gromova, Ekaterina - In: Operations research perspectives 6 (2019), pp. 1-9
In order to find an optimal and time consistent cooperative path in multicriteria multistage game the minimal sum of relative deviations rule is introduced. Using this rule one can construct a vector-valued characteristic function that is weakly superadditive. The sustainability of the...
Persistent link: https://www.econbiz.de/10012029518
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Cover Image
Strong time-consistency of a core : an application to the pollution control problem in Eastern Siberia
Gromova, Ekaterina; Barsuk, Polina I.; Su, Shimai - In: International game theory review 23 (2021) 4, pp. 1-14
Persistent link: https://www.econbiz.de/10013175856
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On dynamic spectral risk measures, a limit theorem and optimal portfolio allocation
Madan, Dilip B.; Pistorius, M.; Stadje, M. - In: Finance and stochastics 21 (2017) 4, pp. 1073-1102
Persistent link: https://www.econbiz.de/10011944476
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Distribución de agua para regadío y otros usos: una solución mediante un superjuego
SOTO TORRES, Mª D.; FERNÁNDEZ LECHÓN, R. - In: Estudios de Economía Aplicada 20 (2002) Abril, pp. 275-299
El trabajo analiza tres soluciones de equilibrio de un juego dinámico, en tiempo discreto, entre dos agricultores para determinar distintas formas de distribuir el agua de una fuente cuyo utilización no es exclusivamente agrícola. Desde cada solución, planteamos un juego estático entre los...
Persistent link: https://www.econbiz.de/10005737051
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