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Convexity In Stochastic Cooperative Situations

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Author Info
JUDITH TIMMER () (Center and Department of Econometrics and Operations Research, Tilburg University, P. O. Box 90153, 5000 LE Tilburg, The Netherlands)
PETER BORM (Center and Department of Econometrics and Operations Research, Tilburg University, P. O. Box 90153, 5000 LE Tilburg, The Netherlands)
STEF TIJS (Center and Department of Econometrics and Operations Research, Tilburg University, P. O. Box 90153, 5000 LE Tilburg, The Netherlands)

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Abstract

This paper introduces a new model concerning cooperative situations in which the payoffs are modeled by random variables. We analyze these situations by means of cooperative games with random payoffs. Special attention is paid to three types of convexity, namely coalitional-merge, individual-merge and marginal convexity. The relations between these types are studied and in particular, as opposed to their deterministic counterparts for TU games, we show that these three types of convexity are not equivalent. However, all types imply that the core of the game is nonempty. Sufficient conditions on the preferences are derived such that the Shapley value, defined as the average of the marginal vectors, is an element of the core of a convex game.

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Publisher Info
Article provided by World Scientific Publishing Co. Pte. Ltd. in its journal International Game Theory Review.

Volume (Year): 07 (2005)
Issue (Month): 01 ()
Pages: 25-42
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Handle: RePEc:wsi:igtrxx:v:07:y:2005:i:01:p:25-42

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Related research
Keywords: Cooperative games; random variables; preferences; convexity; Subject Classification: 91A12;

Other versions of this item:

Find related papers by JEL classification:
B4 - Schools of Economic Thought and Methodology - - Economic Methodology
C0 - Mathematical and Quantitative Methods - - General
C6 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming
C7 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory
D5 - Microeconomics - - General Equilibrium and Disequilibrium
D7 - Microeconomics - - Analysis of Collective Decision-Making
M2 - Business Administration and Business Economics; Marketing; Accounting - - Business Economics

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

  1. Suijs, Jeroen & Borm, Peter & De Waegenaere, Anja & Tijs, Stef, 1999. "Cooperative games with stochastic payoffs," European Journal of Operational Research, Elsevier, vol. 113(1), pages 193-205, February. [Downloadable!] (restricted)
    Other versions:
  2. O'Neill, Barry, 1982. "A problem of rights arbitration from the Talmud," Mathematical Social Sciences, Elsevier, vol. 2(4), pages 345-371, June. [Downloadable!] (restricted)
  3. Suijs, Jeroen & De Waegenaere, Anja & Borm, Peter, 1998. "Stochastic cooperative games in insurance," Insurance: Mathematics and Economics, Elsevier, vol. 22(3), pages 209-228, July. [Downloadable!] (restricted)
  4. Suijs, Jeroen & Borm, Peter, 1999. "Stochastic Cooperative Games: Superadditivity, Convexity, and Certainty Equivalents," Games and Economic Behavior, Elsevier, vol. 27(2), pages 331-345, May. [Downloadable!] (restricted)
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Timmer, J., 2000. "The compromise value for cooperative games with random payoffs," Discussion Paper 98, Tilburg University, Center for Economic Research. [Downloadable!]
  2. Yanovskaya, E. & Brânzei, R. & Tijs, S.H., 2008. "Monotonicity Problems of Interval Solutions and the Dutta-Ray Solution for Convex Interval Games," Discussion Paper 2008-102, Tilburg University, Center for Economic Research. [Downloadable!]
  3. Timmer, J. & Borm, P. & Tijs, S., 2000. "On three Shapley-like solutions for cooperative games with random payoffs," Discussion Paper 73, Tilburg University, Center for Economic Research. [Downloadable!]
    Other versions:
  4. Francesco Passarelli, 2007. "Asymmetric Bargaining," ISLA Working Papers 26, ISLA, Centre for research on Latin American Studies and Transition Economies, Universita' Bocconi, Milano, Italy, revised Jan 2007. [Downloadable!]
  5. Hendrickx, R. & Borm, P. & Timmer, J., 2000. "On convexity for NTU-games," Discussion Paper 108, Tilburg University, Center for Economic Research. [Downloadable!]
  6. D. Bauso & J. Timmer, 2009. "Robust dynamic cooperative games," International Journal of Game Theory, Springer, vol. 38(1), pages 23-36, March. [Downloadable!] (restricted)
  7. Tijs, S. & Timmer, J. & Branzei, R., 2001. "Compensations in information collecting situations," Discussion Paper 2, Tilburg University, Center for Economic Research. [Downloadable!]
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