Cost Sharing under Uncertainty: An Algorithmic Approach to Cooperative Interval-Valued Games

作者: Julia Drechsel , Alf Kimms

DOI:

关键词: Cooperative game theorySizingMathematical optimizationCore (game theory)Solution conceptCost sharingMathematicsElement (category theory)Interval valuedInterval (mathematics)

摘要: Recently, Branzei, Dimitrov, and Tijs (2003) introduced cooperative interval-valued games. Among other insights, the notion of an interval core has been coined proposed as a solution concept for In this paper we will present general mathematical programming algorithm which can be applied to find element in core. As example, discuss lot sizing with uncertain demand provide application games demonstrate how elements computed. Also, reveal that pitfalls exist if are computed straightforward manner by considering borders separately.

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