Document Actions

Operations and Information Systems

Cost Sharing under Uncertainty: An Algorithmic Approach to Cooperative Interval-Valued Games

  1. Alf Kimms
  2. Julia Drechsel

Abstract

Recently, Branzei, Dimitrov, and Tijs (2003) introduced cooperative interval-valued games. Among other insights, the notion of an interval core has been coined and proposed as a solution concept for interval-valued games. In this paper we will present a general mathematical programming algorithm which can be applied to find an element in the interval core. As an example, we discuss lot sizing with uncertain demand to provide an application for interval-valued games and to demonstrate how interval core elements can be computed. Also, we reveal that pitfalls exist if interval core elements are computed in a straightforward manner by considering the interval borders separately.

Keywords

Fulltext

Get the fulltext as pdf.

Supplementary material

  • The files are in ASCII format and can be used by the commercial software CPLEX.
    mp_sp3.run [ view | download ]

License

Any party may pass on this Work by electronic means and make it available for download under the terms and conditions of the authorcontract. The text of the license may be accessed and retrieved via Internet at no url given

Number of citations

Visit Google Scholar to find out, how often this paper is cited.

 
Issues 2009
Volume 2 | Issue 2 | December 2009
PDF Icon Download (PDF - 2,9 MB)
Volume 2 | Issue 1 | May 2009
PDF Icon Download (PDF - 2,7 MB)

Cover Business Research