IDEAS home Printed from
MyIDEAS: Log in (now much improved!) to save this article

Fuzzy TU Games and Their Classes

Listed author(s):
  • Milan Mareš
Registered author(s):

    The classical theory of coalitional games with transferable utility is based on the assumption that all parameters of such games, including the expected pay-offs of coalitions, are exactly determined. In real cooperative situations, this assumption appears rather umealistic. Then the coalitional pay-offs, formally represented by the values of characteristic function of the game, cannot be represented by crisp real numbers. The fuzzy set and fuzzy quantity theory offers adequate tools for the modelling of vagueness connected with expected pay-offs. The model of TU coalitional game was investigated in numerous papers and summarized in [5J. In this paper we focuse our attention to the fact that fuzzy expected pay-offs of coalitions can be easily transformed into fuzziness connected with classes of the complete games. This transformation can be well defined and under simple assumptions also unique. This uniqueness of the relation between fuzzy pay-offs in TU games and fuzzy class of deterministic TU games generated by them is analyzed in the submitted paper.

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

    File URL:
    Download Restriction: no

    Article provided by The Czech Econometric Society in its journal Bulletin of the Czech Econometric Society.

    Volume (Year): 8 (2001)
    Issue (Month): 13 ()

    in new window

    Handle: RePEc:czx:journl:v:8:y:2001:i:13:id:99
    Contact details of provider: Web page:

    More information through EDIRC

    No references listed on IDEAS
    You can help add them by filling out this form.

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    When requesting a correction, please mention this item's handle: RePEc:czx:journl:v:8:y:2001:i:13:id:99. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Jozef Barunik)

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.