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1.
S. Z. Alparslan Gök R. Branzei S. Tijs 《Central European Journal of Operations Research》2010,18(2):131-140
The Shapley value, one of the most widespread concepts in operations Research applications of cooperative game theory, was
defined and axiomatically characterized in different game-theoretic models. Recently much research work has been done in order
to extend OR models and methods, in particular cooperative game theory, for situations with interval data. This paper focuses
on the Shapley value for cooperative games where the set of players is finite and the coalition values are compact intervals
of real numbers. The interval Shapley value is characterized with the aid of the properties of additivity, efficiency, symmetry
and dummy player, which are straightforward generalizations of the corresponding properties in the classical cooperative game
theory. 相似文献
2.
This paper surveys some applications of cooperative game theory to supply chain management. Special emphasis is placed on two important aspects of cooperative games: profit allocation and stability. The paper first describes the construction of the set of feasible outcomes in commonly seen supply chain models, and then uses cooperative bargaining models to find allocations of the profit pie between supply chain partners. In doing so, several models are analyzed and surveyed, and include suppliers selling to competing retailers, and assemblers negotiating with component manufacturers selling complementary components. The second part of the paper discusses the issue of coalition formation among supply chain partners. An exhaustive survey of commonly used stability concepts is presented. Further, new ideas such as farsightedness among supply chain players are also discussed and analyzed. The paper also opens some avenues of future research in applying cooperative game theory to supply chain management. 相似文献
3.
Uncertain decision-making is an important branch of decision-making theory. It is crucial to describe uncertain information, which determine the decision-making is effective or not. This paper first presents a brief survey of the existing methods on denoting uncertain information, such as fuzzy mathematics, stochastic and interval methods, analyzes the merits and demerits of these methods. Then the paper proposes a novel method grey systems theory to describe uncertain information and gives the novel definition of grey number on the basis of probability distribution. Subsequently a novel probability method on comparing grey numbers, especially discrete grey numbers and interval grey numbers, is studied. When an interval grey number satisfied to continuous uniform distribution, it will be degenerated into an interval number. Finally three numerical examples are investigated to demonstrate the effectiveness of the present method. 相似文献
4.
Petrosyan L. A. Yeung D. W. K. 《Proceedings of the Steklov Institute of Mathematics》2006,253(1):S208-S220
The paradigm of randomly furcating differential games incorporates stochastic elements via randomly branching payoffs in differential games. This paper considers dynamically stable cooperative solutions in randomly furcating differential games. Analytically tractable payoff distribution procedures contingent upon specific random events are derived. This new approach widens the application of cooperative differential game theory to problems where future environments are not known with certainty. 相似文献
5.
The grey systems theory aims at the objects that their information is inadequate and this situation is general in reality. It has been urgent work to study the uncertain problems using the missing information. With the help of the simple introduction of grey systems theory, we further study the covered operation and get some calculation rules about grey number. The definition of grey matrix (GM) and its covered operation are proposed. Particularly, some results of the inverse grey matrix are obtained. Also with the help of the proposed grey matrix theory and the traditional input–output analysis, we propose the grey input–output analysis. The most important results are the computational formulas and their rigorous proofs of the matrix-covered set of the inverse grey Leontief coefficient’s matrix. It provides an effective tool to study an economic system by the input–output analysis under the uncertain situation. The modified case verifies the effectiveness of our methodology. 相似文献
6.
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. 相似文献
7.
Usually, common pool games are analyzed without taking into account the cooperative features of the game, even when communication
and non-binding agreements are involved. Whereas equilibria are inefficient, negotiations may induce some cooperation and
may enhance efficiency. In the paper, we propose to use tools of cooperative game theory to advance the understanding of results
in dilemma situations that allow for communication. By doing so, we present a short review of earlier experimental evidence
given by Hackett, Schlager, and Walker 1994 (HSW) for the conditional stability of non-binding agreements established in face-to-face
multilateral negotiations. For an experimental test, we reanalyze the HSW data set in a game-theoretical analysis of cooperative
versions of social dilemma games. The results of cooperative game theory that are most important for the application are explained
and interpreted with respect to their meaning for negotiation behavior. Then, theorems are discussed that cooperative social
dilemma games are clear (alpha- and beta-values coincide) and that they are convex (it follows that the core is “large”):
The main focus is on how arguments of power and fairness can be based on the structure of the game. A second item is how fairness
and stability properties of a negotiated (non-binding) agreement can be judged. The use of cheap talk in evaluating experiments
reveals that besides the relation of non-cooperative and cooperative solutions, say of equilibria and core, the relation of
alpha-, beta- and gamma-values are of importance for the availability of attractive solutions and the stability of the such
agreements. In the special case of the HSW scenario, the game shows properties favorable for stable and efficient solutions.
Nevertheless, the realized agreements are less efficient than expected. The realized (and stable) agreements can be located
between the equilibrium, the egalitarian solution and some fairness solutions. In order to represent the extent to which the
subjects obey efficiency and fairness, we present and discuss patterns of the corresponding excess vectors. 相似文献
8.
O. Palancı S. Z. Alparslan Gök G. -W. Weber 《Mathematical Methods of Operations Research》2014,80(2):129-137
The allocation problem of rewards/costs is a basic question for players, namely, individuals and companies that are planning cooperation under uncertainty. The involvement of uncertainty in cooperative game theory is motivated by the real world in which noise in observation and experimental design, incomplete information and vagueness in preference structures and decision-making play an important role. In this study, a new class of cooperative games, namely, the cooperative bubbly games, where the worth of each coalition is a bubble instead of a real number, is presented. Furthermore, a new solution concept, the bubbly core, is defined. Finally, the properties and the conditions for the non-emptiness of the bubbly core are given. The paper ends with a conclusion and an outlook to related and future studies. 相似文献
9.
One of the important properties characterizing cooperative game solutions is consistency. This notion establishes connections between the solution vectors of a cooperative game and those of its reduced game. The last one is obtained from the initial game by removing one or more players and by giving them the payoffs according to a specific principle (e.g. a proposed payoff vector). Consistency of a solution means that the restriction of a solution payoff vector of the initial game to any coalition belongs to the solution set of the corresponding reduced game. There are several definitions of the reduced games (cf., e.g., the survey of T. Driessen [2]) based on some intuitively acceptable characteristics. In the paper some natural properties of reduced games are formulated, and general forms of the reduced games possessing some of them are given. The efficient, anonymous, covariant TU cooperative game solutions satisfying the consistency property with respect to any reduced game are described.The research was supported by the NWO grant 047-008-010 which is gratefully acknowledgedReceived: October 2001 相似文献
10.
The multi-attribute grey target decision method for attribute value within three-parameter interval grey number 总被引:1,自引:0,他引:1
Based on the grey system theory and methods, the grey-target decision-making problem is discussed, in which the attribute values are grey numbers and the maximum probability of the value of grey number is known. Firstly, the optimal effect vector is the positive bull’s-eye and positive bull’s-eye distance of each scheme is defined. Subjectively or objectively weighting method is integrated to determine the index weight and integrated optimization model of index weight is established. Finally, the critical effect vector is the negative bull’s-eye and negative bull’s-eye distance of each scheme is defined, then relative bull’s-eye distance and comprehensive the bull’s-eye distance of grey target decision-making are given. An example is also presented to illustrate the usefulness and effectiveness of the methods obtained in this paper and provides a new idea for grey target decision-making method research. 相似文献
11.
Chi-Sheng Shih Yen-Tseng Hsu Jerome Yeh Pin-Chan Lee 《Applied Mathematical Modelling》2011,35(3):1314-1321
Although the grey model has been employed in various fields and demonstrated promising results, most applications focus on precise number predictions. However, owing to the increasing complexity of real-world problems, the grey number predictions will be more flexible and practical for grey model to describe the uncertain future tendency. For the purpose of establishing a grey model with grey number, this paper proposes a progression technique, which adopts different length series divided from the simulation data to produce a grey number prediction. Besides, this paper also modifies the algorithm of grey model, including altering the calculation of background value with an integration term and replacing the initial value of grey differential equation to the latest point, to enhance its accuracy. Two illustrative examples of numerical series and stock market are adopted for demonstrations. Results show that the proposed model can both catch the future tendency and reduce the loss of erroneous judgments. 相似文献
12.
Although the grey forecasting model has been successfully adopted in various fields and demonstrated promising results, the literatures show its performance could be further improved. For this purpose, this paper proposes a novel discrete grey forecasting model termed DGM model and a series of optimized models of DGM. This paper modifies the algorithm of GM(1, 1) model to enhance the tendency catching ability. The relationship between the two models and the forecasting precision of DGM model based on the pure index sequence is discussed. And further studies on three basic forms and three optimized forms of DGM model are also discussed. As shown in the results, the proposed model and its optimized models can increase the prediction accuracy. When the system is stable approximately, DGM model and the optimized models can effectively predict the developing system. This work contributes significantly to improve grey forecasting theory and proposes more novel grey forecasting models. 相似文献
13.
14.
Although the grey forecasting model has been successfully employed in many fields and demonstrated promising results, its prediction results may be inaccurate sometimes. For the purposes of enhancing the predictive performance of grey forecasting model and enlarging its suitable ranges, this paper puts forward a novel grey forecasting model termed NGM model and its optimized model, develops a calculative formula for solving the parameters of the novel NGM model through the least squares method, and obtains the time response sequence of NGM model by using differential equation as a procedure for reasoning. It performs a numerical demonstration on the prediction accuracy of NGM model and its optimized models. As shown in the results, the proposed model and it optimized model can enhance the prediction accuracy. Numerical results illustrate that the proposed NGM model and its optimized model are effective. They are suitable for predicting the data sequence with the characteristics of non-homogeneous exponential law. This work makes important contribution to the enrichment of grey prediction theory. 相似文献
15.
R. Branzei O. Branzei S. Zeynep Alparslan Gök S. Tijs 《Central European Journal of Operations Research》2010,18(3):397-411
The (re)distribution of collective gains and costs is a central question for individuals and organizations contemplating cooperation under uncertainty. The theory of cooperative interval games provides a new game theoretical angle and suitable tools for answering this question. This survey aims to briefly present the state-of-the-art in this young field of research, discusses how the model of cooperative interval games extends the cooperative game theory literature, and reviews its existing and potential applications in economic and operations research situations with interval data. 相似文献
16.
Chih-Ru Hsiao 《International Journal of Game Theory》1995,24(3):273-292
We extend a multi-choice cooperative game to a continuously-many-choice cooperative game. The set of all continuously-many-choice cooperative games is isomorphic to the set of all cooperative fuzzy games. A continuously-many-choice cooperative game and a cooperative fuzzy game have different physical interpretations. We define a value for the continuously-many-choice cooperative game and show that the value for the continuously-many-choice cooperative game has most properties as the traditional Shapley value does. Also, we give a probabilistic interpretation for the value. The probabilistic interpretation reveals some interesting properties of the value. Finally, we discuss the uniqueness of the value. 相似文献
17.
本文给出了基于个人超出值的无限模糊联盟合作博弈最小二乘预核仁的求解模型,得到该模型的显式解析解,并研究该解的若干重要性质。证明了:本文给出的无限模糊联盟合作博弈的最小二乘预核仁与基于个人超出值的相等解(The equalizer solution),基于个人超出值的字典序解三者相等。进一步证明了:基于Owen线性多维扩展的无限模糊联盟合作博弈的最小二乘预核仁与基于个人超出值的经典合作博弈最小二乘预核仁相等。最后,通过数值实例说明本文提出的无限模糊联盟合作博弈求解模型的实用性与有效性。 相似文献
18.
19.
David Housman 《International Journal of Game Theory》2002,30(3):377-404
A partially defined cooperative game is a coalition function form game in which some of the coalitional worths are not known.
An application would be cost allocation of a joint project among so many players that the determination of all coalitional
worths is prohibitive. This paper generalizes the concept of the Shapley value for cooperative games to the class of partially
defined cooperative games. Several allocation method characterization theorems are given utilizing linearity, symmetry, formulation
independence, subsidy freedom, and monotonicity properties. Whether a value exists or is unique depends crucially on the class
of games under consideration.
Received June 1996/Revised August 2001 相似文献