Cooperative game with nondeterministic returns

DOI10.1016/j.jmateco.2020.03.010zbMath1437.91041OpenAlexW2985544255MaRDI QIDQ2178593

Jian Yang, Jianbin Li

Publication date: 11 May 2020

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmateco.2020.03.010

zbMATH Keywords

cooperative gamerisk aversionconditional value at riskcoherent risk measuremean-deviation risknondeterministic return

Mathematics Subject Classification ID

Cooperative games (91A12) Utility theory (91B16)

Cites Work

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