Makale detayı · 2015
Cooperative grey games and the grey Shapley value
Optimization: A Journal of Mathematical Programming and Operations Research
- Yıl
- 2015
- ISSN
0233-1934- Tür
- article
Veri kaynağı ayrımı
- YÖKSİS YÖKSİS makale kaydı
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Özet
İngilizce (OpenAlex)
This contribution is located in the common area of operational research and economics, with a close relation and joint future potential with optimization: game theory. We focus on collaborative game theory under uncertainty. This study is on a new class of cooperative games where the set of players is finite and the coalition values are interval grey numbers. An interesting solution concept, the grey Shapley value, is introduced and characterized with the properties of additivity, efficiency, symmetry and dummy player, which are straightforward generalizations of the corresponding properties in the classical cooperative game theory. The paper ends with a conclusion and an outlook to future studies.
Konular
- Risk and Portfolio Optimization
- Game Theory and Voting Systems
- Multi-Criteria Decision Making
Birincil konu Risk and Portfolio Optimization