IDEAS home Printed from
   My bibliography  Save this paper

On a games theory of random coalitions and on a coalition imputation


  • Oleg, Vorobyev
  • Ellen, Goldenok
  • Helena, Tyaglova


The main theorem of the games theory of random coalitions is reformulated in the random set language which generalizes the classical maximin theorem but unlike it defines a coalition imputation also. The theorem about maximin random coalitions has been introduced as a random set form of classical maximin theorem. This interpretation of the maximin theorem indicate the characteristic function of the game and its close connection with optimal random coalitions. So we can write the apparent natural formula of coalition imputation generalizing the strained formulas of imputation have been in the game theory till now. Those formulas of imputation we call the strained formulas because it is unknown from where the characteristic function of the game appears and because it is necessary to make additional suppositions about a type of distributions of random coalitions. The reformulated maximin theorem has both as its corollaries. The main outputs are two results of the games theory were united and the type of characteristic function of game defined by the game matrix was discovered.

Suggested Citation

  • Oleg, Vorobyev & Ellen, Goldenok & Helena, Tyaglova, 2002. "On a games theory of random coalitions and on a coalition imputation," MPRA Paper 16962, University Library of Munich, Germany, revised 2002.
  • Handle: RePEc:pra:mprapa:16962

    Download full text from publisher

    File URL:
    File Function: original version
    Download Restriction: no

    Other versions of this item:

    More about this item


    games theory; random coalition; coalition imputation;

    JEL classification:

    • C71 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Cooperative Games
    • C7 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory


    Access and download statistics


    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:pra:mprapa:16962. 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: (Joachim Winter). General contact details of provider: .

    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.

    We have no references for this item. You can help adding them by using 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 RePEc Author Service 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.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.