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The Shapley value in the non differentiable case


  • MERTENS, Jean-François


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Suggested Citation

  • MERTENS, Jean-François, 1988. "The Shapley value in the non differentiable case," CORE Discussion Papers RP 781, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Handle: RePEc:cor:louvrp:781
    Note: In : International Journal of Game Theory, 17(1), 1-65, 1988

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    Cited by:

    1. Boonen, T.J. & De Waegenaere, A.M.B. & Norde, H.W., 2012. "A Generalization of the Aumann-Shapley Value for Risk Capital Allocation Problems," Discussion Paper 2012-091, Tilburg University, Center for Economic Research.
    2. repec:spr:jogath:v:46:y:2017:i:2:d:10.1007_s00182-016-0536-8 is not listed on IDEAS
    3. Omer Edhan, 2013. "Values of nondifferentiable vector measure games," International Journal of Game Theory, Springer;Game Theory Society, vol. 42(4), pages 947-972, November.
    4. Edhan, Omer, 2015. "Payoffs in exact TU economies," Journal of Economic Theory, Elsevier, vol. 155(C), pages 152-184.
    5. Omer Edhan, 2016. "Values of vector measure market games and their representations," International Journal of Game Theory, Springer;Game Theory Society, vol. 45(1), pages 411-433, March.
    6. Boonen, Tim J. & Tsanakas, Andreas & Wüthrich, Mario V., 2017. "Capital allocation for portfolios with non-linear risk aggregation," Insurance: Mathematics and Economics, Elsevier, vol. 72(C), pages 95-106.

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