The Shapley Value as a von Neumann-Morgenstern Utility

被引：0

作者：

Roth, Alvin

机构：

来源：

EKONOMICHESKAYA POLITIKA | 2012年 / 06期

关键词：

Shapley value; von Neumann-Morgenstern utility function; risk;

D O I：

暂无

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

The Shapley value is shown to be a von Neumann-Morgenstern utility function. The concept of strategic risk is introduced, and it is shown that the Shapley value of a game equals its utility if and only if the underlying preferences are neutral to both ordinary and strategic risk.

引用

页码：180 / +

页数：10

共 50 条

[1] A NOTE ON THE COMPUTATION OF THE SHAPLEY VALUE FOR VON NEUMANN-MORGENSTERN MARKET GAMES
Fragnelli, Vito
Meca, Ana
[J]. INTERNATIONAL GAME THEORY REVIEW, 2010, 12 (03) : 287 - 291
[2] Differentiable von Neumann-Morgenstern utility
Lars Tyge Nielsen
[J]. Economic Theory, 1999, 14 : 285 - 296
[3] Differentiable von Neumann-Morgenstern utility
Nielsen, LT
[J]. ECONOMIC THEORY, 1999, 14 (02) : 285 - 296
[4] HOMOGENEOUS VON NEUMANN-MORGENSTERN UTILITY FUNCTIONS
POLLAK, RA
[J]. ECONOMETRICA, 1968, 36 (5S) : 122 - &
[5] ADDITIVE VON NEUMANN-MORGENSTERN UTILITY FUNCTIONS
POLLAK, RA
[J]. ECONOMETRICA, 1967, 35 (3-4) : 485 - &
[6] Differentiability of von Neumann-Morgenstern utility functions
Nakamura, Yutaka
[J]. JOURNAL OF MATHEMATICAL ECONOMICS, 2015, 60 : 74 - 80
[7] Biases in the assessment of von Neumann-Morgenstern utility functions
Seidl, C
Traub, S
[J]. JOURNAL OF ECONOMICS, 1999, : 203 - 239
[8] NEUMANN-MORGENSTERN UTILITY AXIOMS
GOTTINGER, HW
[J]. JAHRBUCH FUR SOZIALWISSENSCHAFT, 1969, 20 (02): : 250 - 281
[9] The von Neumann-Morgenstern Utility Functions with Constant Risk Aversions
Chakravarty, Satya R.
Chakrabarti, Debkumar
[J]. ECONOPHYSICS OF ORDER-DRIVEN MARKETS, 2011, : 253 - +
[10] On the difference between the cardinalities of measurable value functions and von Neumann-Morgenstern utility functions
Deichtmann, JM
Sainfort, F
[J]. OPERATIONS RESEARCH, 1997, 45 (02) : 307 - 308

← 1 2 3 4 5 →