Transferable Utility Games with Uncertainty
Abstract
We introduce the concept of a transferable utility game with uncertainty (TUU-game). In a TUU-game there is uncertainty regarding the payoffs of coalitions. One out of a finite number of states of nature may materialize and conditional on the state, the players are involved in a particular transferable utility game. We consider the case without ex ante commitment possibilities and propose the Weak Sequential Core as a solution concept. We characterize the Weak Sequential Core and show that it is non-empty if all ex post TU-games are convex. We study bankruptcy games with uncertainty and apply the Weak Sequential Core. We find that most of the best-known allocation rules are unstable in this setting, except for the Constrained Equal Awards rule.Download Info
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Paper provided by Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization in its series Research Memoranda with number 038.Length:
Date of creation: 2010
Date of revision:
Handle: RePEc:dgr:umamet:2010038
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Web page: http://www.maastrichtuniversity.nl/web/UMPublications.htm
Related research
Keywords: microeconomics ;Other versions of this item:
- Habis, Helga & Herings, P. Jean-Jacques, 2011. "Transferable utility games with uncertainty," Journal of Economic Theory, Elsevier, vol. 146(5), pages 2126-2139, September.
- Helga Habis & P. Jean-Jacques Herings, 2011. "Transferable Utility Games with Uncertainty," IEHAS Discussion Papers 1120, Institute of Economics, Hungarian Academy of Sciences.
- C71 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Cooperative Games
- C73 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Stochastic and Dynamic Games; Evolutionary Games
This paper has been announced in the following NEP Reports:
- NEP-ALL-2010-08-28 (All new papers)
- NEP-GTH-2010-08-28 (Game Theory)
- NEP-UPT-2010-08-28 (Utility Models & Prospect Theory)
References
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Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.Cited by:
- Habis Helga & Herings P. Jean-Jacques, 2011.
"Stochastic Bankruptcy Games,"
Research Memoranda
045, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.
- Helga Habis & P. Jean-Jacques Herings, 2012. "Stochastic Bankruptcy Games," IEHAS Discussion Papers 1205, Institute of Economics, Hungarian Academy of Sciences.
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