0000000000202627

AUTHOR

Judith B. Timmer

showing 2 related works from this author

Robust dynamic cooperative games

2009

Classical cooperative game theory is no longer a suitable tool for those situations where the values of coalitions are not known with certainty. Recent works address situations where the values of coalitions are modelled by random variables. In this work we still consider the values of coalitions as uncertain, but model them as unknown but bounded disturbances. We do not focus on solving a specific game, but rather consider a family of games described by a polyhedron: each point in the polyhedron is a vector of coalitions’ values and corresponds to a specific game. We consider a dynamic context where while we know with certainty the average value of each coalition on the long run, at each t…

Statistics and ProbabilityBondareva–Shapley theoremEconomics and EconometricsNon-cooperative gameComputer Science::Computer Science and Game TheoryMSC-91A12Sequential gameMSC-91A25Computer scienceCooperative games Dynamic games Joint replenishmentCombinatorial game theoryTheoryofComputation_GENERALCooperative game theoryMETIS-263773Computer Science::Multiagent SystemsMathematics (miscellaneous)Example of a game without a valueEWI-15215Repeated gameIR-62781Simultaneous gameStatistics Probability and UncertaintyMathematical economicsSocial Sciences (miscellaneous)International journal of game theory
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On robustness and dynamics in (un)balanced coalitional games

2012

In this paper we investigate robustness and dynamics for coalitional games with transferable utilities (TU games). In particular we study sequences of TU games. These sequences model dynamic situations in which the values of coalitions of players are not known beforehand, and are subject to changes over time. An allocation rule assigns a payoff to each player in each time period. This payoff is bounded by external restrictions, for example due to contractual agreements. Our main questions are: (i) under which conditions do the allocations converge to a core-element of the game, and (ii) when do the allocations converge to some specific allocation, the so-called nominal allocation? The main …

Cooperative game theoryIR-81399Computer scienceCoalitional games with transferable utilitiesStochastic gameComputingMilieux_PERSONALCOMPUTINGEWI-22156METIS-287968TheoryofComputation_GENERALCooperative game theorygame theory controlRobust allocation processesControl and Systems EngineeringRobustness (computer science)Bounded functionCoreElectrical and Electronic EngineeringSettore MAT/09 - Ricerca OperativaMathematical economics
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