Showing 1 - 10 of 11
We present algorithms to calculate the stability radius of optimal or approximate solutions of binary programming … problems with a min-sum or min-max objective function. Our algorithms run in polynomial time if the optimization problem itself …
Persistent link: https://www.econbiz.de/10005281875
We consider a cooperative game with a bipartition that indicates which players are participating. This paper provides an analytical solution for the Shapley value when the worth of a coalition only depends on the number of participating coalition players. The computational complexity grows...
Persistent link: https://www.econbiz.de/10011256161
We present algorithms to calculate the stability radius of optimal or approximate solutions of binary programming … problems with a min-sum or min-max objective function. Our algorithms run in polynomial time if the optimization problem itself …
Persistent link: https://www.econbiz.de/10011256535
For more than three decades, empirical analysis of stochastic dominance was restricted to settings with mutually exclusive choice alternatives. In recent years, a number of methods for testing efficiency of diversified portfolios have emerged, which can be classified into three main categories:...
Persistent link: https://www.econbiz.de/10008611034
For more than three decades, empirical analysis of stochastic dominance was restricted to settings with mutually exclusive choice alternatives. In recent years, a number of methods for testing efficiency of diversified portfolios have emerged, which can be classified into three main categories:...
Persistent link: https://www.econbiz.de/10011255464
provide a polynomial time algorithm for computing the nucleolus of the restricted games corresponding to a class of games with …
Persistent link: https://www.econbiz.de/10005137018
In this paper an algorithm is proposed to find an integral solution of (nonlinear) complementarity problems. The … algorithm starts with a nonnegative integral point and generates a unique sequence of adjacent integral simplices of varying … dimension. Conditions are stated under which the algorithm terminates with a simplex one of whose vertices is an integral …
Persistent link: https://www.econbiz.de/10005137267
-called peer group games being non-negative additive games on a permission tree. We provide a polynomial time algorithm for …
Persistent link: https://www.econbiz.de/10005144441
algorithm is proposed to find an integral solution of (nonlinear) complementarity problems. The algorithm starts with a … stated under which the algorithm terminates with a simplex one of whose vertices is an integral solution of the …
Persistent link: https://www.econbiz.de/10011255731
This discussion paper resulted in a publication in the 'International Journal of Game Theory', 2011, 40, 591-616.<P> A … polynomial time algorithm for computing the nucleolus of the restricted games corresponding to a class of games with permission …
Persistent link: https://www.econbiz.de/10011256279