Pooling Risk Games

Tzvi Alon; Moshe Haviv

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Pooling Risk Games

机译：汇集风险游戏

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There are numerous situations in which variability reduction is desirable. We examine cases where such reductions can be achieved by cooperating agents who share similar interests. Our goal is to quantify the contribution of each of the agents toward this reduction. We model this situation as a cooperative game in which the cost is defined as the minimal standard deviation the cooperating agents can achieve. We show that this game is subadditive and has a nonempty core. We derive special presentations for the Shapley and Banzhaf values.

机译：有许多情况，可变异减少是可取的。我们研究了通过共享类似兴趣的合作代理商可以实现这种减少的案件。我们的目标是量化每种药剂对这种减少的贡献。我们将这种情况塑造为合作游戏，其中成本定义为合作代理可以实现的最小标准偏差。我们表明这场比赛是子制作，并具有一个非空的核心。我们派生了福利和Banzhaf值的特殊演示。

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来源
《International game theory review》 |2020年第3期|1950015.1-1950015.28|共28页
作者
Tzvi Alon; Moshe Haviv;
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作者单位

Department of Statistics and Federmann Center for the Study of Rationality The Hebrew University of Jerusalem Jerusalem 9190501 Israel;

Department of Statistics and Federmann Center for the Study of Rationality The Hebrew University of Jerusalem Jerusalem 9190501 Israel;

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原文格式 PDF
正文语种 eng
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关键词
Cooperative game theory; pooling risk; risk measure;

机译：合作博弈论;汇集风险;风险措施;

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Pooling Risk Games

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