重复n人随机合作对策的核心

以Su ijs等人(1995)引入的随机合作对策的模型为基础,建立了重复n人随机合作对策的理论,定义了重复n人随机合作对策的支付序列以及支付序列的优超关系,并由此给出了重复n人随机合作对策的核心、超可加性和凸性的定义,并讨论了该核心的一些特征和性质.     

完全主正矩阵的行列式不等式

给出了完全主正矩阵的凸性不等式和Minkowski型不等式,并推出了M矩阵,亚正定矩阵等类型的矩阵在一定条件下的凸性不等式和Minkowski型不等式.     

一类模糊合作对策的核心与谈判集

本文考虑了具有Choquet积分形式的模糊凸合作对策的模糊核心和谈判集。介绍了具有Choquet积分形式的模糊凸合作对策的谈判集的概念,并证明了当其是凸模糊合作对策时,它的谈判集和模糊核心是相等的。将Maschler等关于经典清晰凸合作对策下核心与谈判集的结果推广到了模糊合作对策上。     

多线性扩展对策的模糊联盟核心

对于具有模糊联盟结构的合作对策,研究了多线性扩展对策的模糊联盟核心。首先,定义了强凸模糊联盟结构合作对策,并证明强凸模糊联盟结构合作对策的模糊联盟核心非空;其次,当模糊联盟结构合作对策对应的模糊商对策具有多线性扩展形式时,研究了联盟核心和模糊联盟核心之间的关系,证明模糊联盟核心可以通过限制联盟结构合作对策的联盟核心表示。     

模糊联盟合作对策τ值

定义了模糊联盟合作对策的τ值,讨论了其有效性、个体合理性、对称性、哑元性等性质.利用整体有效性、策略等价下的共变性和限制成比例性证明了模糊联盟合作对策的τ值存在唯一性,讨论了其和模糊核心的关系.针对模糊联盟凸合作对策,推导出这类对策τ值的一般简化公式,并给出基于Choquet积分的模糊联盟凸合作对策τ值.研究结果发现,模糊联盟合作对策τ值具有分配合理性和公平性,而且是对清晰合作对策τ值的扩展.     

凸体Minkowski不等式的改进

本文改进了凸体体积差的Minkowski不等式,获得了凸体混合体积差函数的Minkowski型不等式的加强形式,给出了凸体混合体积差函数的新的下界估计.     

关于随机紧凸集的更新定理

该文在讨论了多维更新定理的基础上,重点研究了随机紧凸集的Minkowski和的更新定理,得到了一系列重要结论.     

凸对策核仁的非空性及合成凸对策核仁的单调性

本文给出了核仁与核及最小核心之间的关系 ,且证明了凸对策核仁的存在性和唯一性 ,证明了凸对策的合成对策仍是凸对策 .最后 ,我们讨论了合成凸对策的核仁不满足单调性 .     

锥拟凸集值映射与集值映射的锥半连续性

本文借助锥界集定义了一种新的锥拟凸集值映射,并且利用广义Minkowski泛函讨论了锥半连续及锥外上半连续集值映射的锥拟凸性．     

基于三角模糊数的凸合成模糊对策解的结构

将凸合成模糊对策的特征函数用三角模糊数的形式表示出来,并以三角模糊数表示局中人的参与度,从而建立了一个新的凸合成模糊合作对策的模型.在此模型的基础上,给出了凸合成模糊对策的三角核心和三角稳定集,并证明了上述解可由子对策的核心和稳定集表达出来.     

基于多维线性扩展的模糊联盟合作对策tau值性质与计算方法

研究模糊联盟合作对策tau值的计算方法及其性质. 利用多维线性扩展方法定义了模糊联盟合作对策的tau值, 证明了其存在性、唯一性等性质, 并推导出基于多维线性扩展凸模糊联盟合作对策tau值的计算公式. 研究结果发现, 基于多维线性扩展的模糊联盟合作对策tau值是对清晰联盟合作对策tau值的扩展, 而清晰联盟合作对策tau值仅是其特例. 特别地, 对于凸模糊联盟合作对策, 利用其tau值计算公式, 可进一步简化求解过程.     

Aubin cores and bargaining sets for convex cooperative fuzzy games

In this paper, we deal with Aubin cores and bargaining sets in convex cooperative fuzzy games. We first give a simple and direct proof to the well-known result (proved by Branzei et al. (Fuzzy Sets Syst 139:267–281, 2003)) that for a convex cooperative fuzzy game v, its Aubin core C(v) coincides with its crisp core C ^cr (v). We then introduce the concept of bargaining sets for cooperative fuzzy games and prove that for a continuous convex cooperative fuzzy game v, its bargaining set coincides with its Aubin core, which extends a well-known result by Maschler et al. for classical cooperative games to cooperative fuzzy games. We also show that some results proved by Shapley (Int J Game Theory 1:11–26, 1971) for classical decomposable convex cooperative games can be extended to convex cooperative fuzzy games.     

A general framework for cooperation under uncertainty

In this paper, we introduce a general framework for situations with decision making under uncertainty and cooperation possibilities. This framework is based upon a two stage stochastic programming approach. We show that under relatively mild assumptions the associated cooperative games are totally balanced. Finally, we consider several example situations.     

Risk minimizing portfolios and HJBI equations for stochastic differential games

In this paper, we consider the problem to find a market portfolio that minimizes the convex risk measure of the terminal wealth in a jump diffusion market. We formulate the problem as a two player (zero-sum) stochastic differential game. To help us find a solution, we prove a theorem giving the Hamilton–Jacobi–Bellman–Isaacs (HJBI) conditions for a general zero-sum stochastic differential game in a jump diffusion setting. We then use the theorem to study particular risk minimization problems. Finally, we extend our approach to cover general stochastic differential games (not necessarily zero-sum), and we obtain similar HJBI equations for the Nash equilibria of such games.     

重复模糊合作对策的核心和稳定集

本文以模糊结盟为工具首次建立了重复模糊合作对策理论，给出了其核心解和稳定集的概念，并证明了这些解之间的关系及凸重复模糊合作对策的一些性质，从而为重复模糊合作对策解的研究奠定了基础。     

Subgame-consistent cooperative solutions in randomly furcating stochastic differential games

The paradigm of randomly-furcating stochastic differential games incorporates additional stochastic elements via randomly branching payoffs in stochastic differential games. This paper considers dynamically stable cooperative solutions in randomly furcating stochastic differential games. Analytically tractable payoff distribution procedures contingent upon specific random realizations of the state and payoff structure are derived. This new approach widens the application of cooperative differential game theory to problems where the evolution of the state and future environments are not known with certainty. Important cases abound in regional economic cooperation, corporate joint ventures and environmental control. An illustration in cooperative resource extraction is presented.     

Subgame Consistent Solutions of a Cooperative Stochastic Differential Game with Nontransferable Payoffs

Subgame consistency is a fundamental element in the solution of cooperative stochastic differential games. In particular, it ensures that the extension of the solution policy to a later starting time and any possible state brought about by the prior optimal behavior of the players would remain optimal. Recently, mechanisms for the derivation of subgame consistent solutions in stochastic cooperative differential games with transferable payoffs have been found. In this paper, subgame consistent solutions are derived for a class of cooperative stochastic differential games with nontransferable payoffs. The previously intractable subgame consistent solution for games with nontransferable payoffs is rendered tractable.This research was supported by the Research Grant Council of Hong Kong, Grant HKBU2056/99H and by Hong Kong Baptist University, Grant FRG/02-03/II16.Communicated by G. Leitmann     

Minimarg and maximarg operators

Two operators on the set ofn-person cooperative games are introduced, the minimarg operator and the maximarg operator. These operators can be seen as dual to each other. Some nice properties of these operators are given, and classes of games for which these operators yield convex (respectively, concave) games are considered. It is shown that, if these operators are applied iteratively on a game, in the limit one will yield a convex game and the other a concave game, and these two games will be dual to each other. Furthermore, it is proved that the convex games are precisely the fixed points of the minimarg operator and that the concave games are precisely the fixed points of the maximarg operator.     

On some families of cooperative fuzzy games

In a fuzzy cooperative game the players may choose to partially participate in a coalition. A fuzzy coalition consists of a group of participating players along with their participation level. The characteristic function of a fuzzy game specifies the worth of each such coalition. This paper introduces well-known properties of classical cooperative games to the theory of fuzzy games, and studies their interrelations. It deals with convex games, exact games, games with a large core, extendable games and games with a stable core.     

Cooperative games with stochastic payoffs

This paper introduces a new class of cooperative games arising from cooperative decision making problems in a stochastic environment. Various examples of decision making problems that fall within this new class of games are provided. For a class of games with stochastic payoffs where the preferences are of a specific type, a balancedness concept is introduced. A variant of Farkas' lemma is used to prove that the core of a game within this class is non-empty if and only if the game is balanced. Further, other types of preferences are discussed. In particular, the effects the preferences have on the core of these games are considered.