Search results for "Transferable utility"

showing 4 items of 4 documents

Constrained consensus for bargaining in dynamic coalitional TU games

2011

We consider a sequence of transferable utility (TU) games where, at each time, the characteristic function is a random vector with realizations restricted to some set of values. We assume that the players in the game interact only with their neighbors, where the neighbors may vary over time. The main contributions of the paper are the definition of a robust (coalitional) TU game and the development of a distributed bargaining protocol. We prove the convergence with probability 1 of the bargaining protocol to a random allocation that lies in the core of the robust game under some mild conditions on the players' communication graphs.

Computer Science::Computer Science and Game TheoryMathematical optimizationBargaining problemSequential gameRobustness (computer science)Computer scienceComputingMilieux_PERSONALCOMPUTINGCombinatorial game theoryGraph theoryTransferable utilityMathematical economicsGame theoryIEEE Conference on Decision and Control and European Control Conference
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Dynamic Coalitional TU Games: Distributed Bargaining among Players' Neighbors

2013

We consider a sequence of transferable utility (TU) games where, at each time, the characteristic function is a random vector with realizations restricted to some set of values. The game differs from other ones in the literature on dynamic, stochastic or interval valued TU games as it combines dynamics of the game with an allocation protocol for the players that dynamically interact with each other. The protocol is an iterative and decentralized algorithm that offers a paradigmatic mathematical description of negotiation and bargaining processes. The first part of the paper contributes to the definition of a robust (coalitional) TU game and the development of a distributed bargaining protoc…

Mathematical optimizationComputer Science::Computer Science and Game TheorySequential gameComputer scienceCombinatorial game theoryExample of a game without a valueFOS: MathematicsSimultaneous gameElectrical and Electronic EngineeringTransferable utilityMathematics - Optimization and ControlGame theoryBondareva–Shapley theoremBargaining problemNon-cooperative gameUtility theoryStochastic gameComputingMilieux_PERSONALCOMPUTINGScreening gameComputer Science ApplicationsBargaining processCore (game theory)Control and Systems EngineeringOptimization and Control (math.OC)Repeated gameSettore MAT/09 - Ricerca OperativaoptimizationMathematical economicsGame theory
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A Neo2 bayesian foundation of the maxmin value for two-person zero-sum games

1994

A joint derivation of utility and value for two-person zero-sum games is obtained using a decision theoretic approach. Acts map states to consequences. The latter are lotteries over prizes, and the set of states is a product of two finite sets (m rows andn columns). Preferences over acts are complete, transitive, continuous, monotonie and certainty-independent (Gilboa and Schmeidler (1989)), and satisfy a new axiom which we introduce. These axioms are shown to characterize preferences such that (i) the induced preferences on consequences are represented by a von Neumann-Morgenstern utility function, and (ii) each act is ranked according to the maxmin value of the correspondingm × n utility …

Statistics and ProbabilityComputer Science::Computer Science and Game TheoryEconomics and EconometricsTransitive relationVon Neumann–Morgenstern utility theoremMathematics (miscellaneous)Zero-sum gameExample of a game without a valueCardinal utilityStatistics Probability and UncertaintyTransferable utilityMathematical economicsFinite setSocial Sciences (miscellaneous)AxiomMathematicsInternational Journal of Game Theory
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A strategic approach for the discounted Shapley values

2014

The family of discounted Shapley values is analyzed for cooperative games in coalitional form. We consider the bargaining protocol of the alternating random proposer introduced in Hart and Mas-Colell (Econometrica 64:357–380, 1996). We demonstrate that the discounted Shapley values arise as the expected payoffs associated with the bargaining equilibria when a time discount factor is considered. In a second model, we replace the time cost with the probability that the game ends without agreements. This model also implements these values in transferable utility games, moreover, the model implements the \(\alpha \)-consistent values in the nontransferable utility setting.

jel:C71DiscountingDiscounted Shapley value; egalitarianism; cooperative TU-games JEL05 social sciencesGeneral Social SciencesGeneral Decision SciencesTheoryofComputation_GENERALTime costShapley valueEconomia Aspectes psicològicsComputer Science ApplicationsArts and Humanities (miscellaneous)Strategic approach0502 economics and businessDevelopmental and Educational PsychologyEconomics050206 economic theory050207 economicsTransferable utilityGeneral Economics Econometrics and FinanceMathematical economicsApplied Psychology
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