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Dualite probabiliste des jeux cooperatifs: la "stabilite" comme principe d'equilibre; determination algorithmique du nucleolus

Author

Listed:
  • Fougeres, A.
  • Truffert, A.
  • Ventou, M.

Abstract

Le coeur d'un jeu cooperatif normalise a utilite transferable, peut etre considere comme l'ensemble de ses probabilites majorantes. Il nous est possible de l'etudier en dualite probabiliste, car on ne la modifie pas en remplacant le jeu par sa "stabilisee", definie comme la plus petite surprobabilite (mesure interieure) majorante ayant pour jeu dual une sous-probabilite (mesure exterieure); un algorithme suffisamment rapide permet de la calculer explicitement si le jeu est a valeurs rationnelles.

Suggested Citation

  • Fougeres, A. & Truffert, A. & Ventou, M., 1999. "Dualite probabiliste des jeux cooperatifs: la "stabilite" comme principe d'equilibre; determination algorithmique du nucleolus," G.R.E.Q.A.M. 99a19, Universite Aix-Marseille III.
    • Handle: RePEc:fth:aixmeq:99a19
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    More about this item

    Keywords

    THEORIE DES JEUX ; RISQUE ; PRISE DE DECISION;
    All these keywords.

    JEL classification:

    • C70 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - General
    • C71 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Cooperative Games
    • D89 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Other

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