Some new results on generalized additive games
Sign Up to like & getrecommendations! Published in 2022 at "International Journal of Game Theory"
DOI: 10.1007/s00182-021-00786-w
Abstract: A Generalized Additive Game (GAG) (Cesari et al. in Int J Game Theory 46(4):919–939, 2017) is a Transferable Utility (TU) game ( N , v ), where each player in N is provided with an… read more here.
Keywords: oper res; eur oper; game; generalized additive ... See more keywords
Partially ordered data sets and a new efficient method for calculating multivariate conditional value-at-risk
Sign Up to like & getrecommendations! Published in 2019 at "Annals of Operations Research"
DOI: 10.1007/s10479-019-03366-0
Abstract: Recent studies in Lee and Prekopa (Oper Res Lett 45:19–24, 2017) and Lee (Oper Res Lett 45:1204–1220, 2017) showed that a union of partially ordered orthants in $$R^n$$ can be decomposed only into the largest… read more here.
Keywords: value risk; conditional value; oper res; res lett ... See more keywords