cooperative game

Dynamic Cost Allocation for Economic Lot Sizing Games

  • Alejandro Toriello
  • Nelson A. Uhan
    • Categories Game Theory, Production and Logistics Tags , ,

    We consider a cooperative game defined by an economic lot sizing problem with concave ordering costs over a finite time horizon, in which each player faces demand for a single product in each period and coalitions can pool orders. We show how to compute a dynamic cost allocation in the strong sequential core of this … Read more

    Dynamic Linear Programming Games with Risk-Averse Players

  • Alejandro Toriello
  • Nelson A. Uhan
    • Categories Applications - OR and Management Sciences, Game Theory, Stochastic Programming Tags , ,

    Motivated by situations in which independent agents, or players, wish to cooperate in some uncertain endeavor over time, we study dynamic linear programming games, which generalize classical linear production games to multi-period settings under uncertainty. We specifically consider that players may have risk-averse attitudes towards uncertainty, and model this risk aversion using coherent conditional risk … Read more