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作者:Deng, XT; Ibaraki, T; Nagamochi, H
作者单位:City University of Hong Kong; Kyoto University
摘要:We discuss an integer programming formulation for a class of cooperative games. We focus on algorithmic aspects of the core, one of the most important solution concepts in cooperative game theory. Central to our study is a simple (but very useful) observation that the core for this class is nonempty if and only if an associated linear program has an integer optimal solution. Based on this, we study the computational complexity and algorithms to answer important questions about the cores of var...
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作者:De Meyer, B; Rosenberg, D
作者单位:Universite Catholique Louvain; Universite Paris 13
摘要:We give an alternative proof of a theorem of Aumann and Maschler that characterizes the limit of the values of finitely repeated games with lack of information on one side as the concavification of the value of the game where none of the players has any information. Our proof is based on Fenchel duality techniques.
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作者:Philippe, F; Debs, G; Jaffray, JY
作者单位:Sorbonne Universite; Universite de Montpellier; Universite Paul-Valery
摘要:Properties of convex and monotone capacities of infinite order in Polish spaces are studied and used to justify the representation of certain situations of imprecise risk (imprecisely known probabilities) by lower probabilities, which are monotone of infinite order. Decision making with imprecise risk is then modeled, and linear utility theory is shown to be generalizable to the case of imprecise risk.
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作者:Jiang, HY
作者单位:University of Melbourne
摘要:The nonlinear complementarity problem has been converted into a system of nonsmooth equations by means of Fischer-Burmeister functional, which may be called the Fischer-Burmeister equation. The local superlinear convergence of the generalized Newton method applied to the Fischer-Burmeister equation has been established under certain regularity assumptions. In contrast to the damped Newton method for systems of smooth equations, global convergence of the damped generalized Newton method for sys...