determine the capital allocation that minimizes the excesses of sets of portfolios in lexicographical sense. The excess of a set … allocation for which the largest excess is as small as possible. We show that this allocation rule yields a unique allocation …, and that it satisfies some desirable properties. We also show that the allocation can be determined by solving a series of …

determine the capital allocation that minimizes the excesses of sets of portfolios in lexicographical sense. The excess of a set … allocation for which the largest excess is as small as possible. We show that this allocation rule yields a unique allocation …, and that it satisfies some desirable properties. We also show that the allocation can be determined by solving a series of …

-convex differential games. The obtained results are used to analyze the non-convex regular indefinite linear quadratic differential game …

indeed obtained by solving a weighted sum optimal control problem. We consider games defined by nonautonomous and discounted …

assumptions the cooperative games associated with these situations are totally balanced and, hence, have non-empty cores. Finally …

games called "segmentability", which means that the set of players can be partitioned into a "top trading segmentation". It … core allocation in the model with no indifference). We prove that a game has a nonempty strict core if and only if it is … either a strict core allocation or a report that the strict core is empty. Finally, we are also able to construct a linear …

paper introduces a special class of simple games in which the set of minimal winning coalitions coincides with the set of … rather than real numbers. This game class is termed set-weighted games. A real-life network has a large number of least … covers, therefore this paper develops methods for analyzing set-weighted games in which the weighted form is taken into …

, into a finite number of equivalence classes. We show up a strong relation to weighted simple games. Studying the integer …