The application of stochastic cooperative games in studies of regularities in the realization of large-scale investment projects. / Конюховский, П.В.
Contributions to Game Theory and Management. GTM2011. Издательство Санкт-Петербургского университета, 2012. p. 137-146.Research output: Chapter in Book/Report/Conference proceeding › Article in an anthology › Research
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TY - CHAP
T1 - The application of stochastic cooperative games in studies of regularities in the realization of large-scale investment projects
AU - Конюховский, П.В.
PY - 2012
Y1 - 2012
N2 - The paper considered possible way of implementations of classical cooperative games with transferable utility. This way is based on the assumption, that the utility of coalitions (the value of the characteristic function of the game) are stochastic values. The given class of games is offered to be called stochastic cooperative games. The main attention is placed on possible approaches to the definition of superadditivity for stochastic cooperative games. Also was considered the possible approaches to the definition of concept of imputations and core for stochastic cooperative games. One of the possible areas of practical using of stochastic cooperative games are economic researches of the processes of large investment project, including projects with international participation.
AB - The paper considered possible way of implementations of classical cooperative games with transferable utility. This way is based on the assumption, that the utility of coalitions (the value of the characteristic function of the game) are stochastic values. The given class of games is offered to be called stochastic cooperative games. The main attention is placed on possible approaches to the definition of superadditivity for stochastic cooperative games. Also was considered the possible approaches to the definition of concept of imputations and core for stochastic cooperative games. One of the possible areas of practical using of stochastic cooperative games are economic researches of the processes of large investment project, including projects with international participation.
KW - Теория игр Стохастическая кооперативная игра Супераддитивность Делёж Keywords Game theory Stochastic cooperative games Superadditivity Imputation
M3 - Article in an anthology
SN - 978-5-9924-0075-5
SP - 137
EP - 146
BT - Contributions to Game Theory and Management. GTM2011
PB - Издательство Санкт-Петербургского университета
ER -
ID: 4590692