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

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