Capability-Weighted Group Utility Maximizer for Network Coalitional Games under Uncertainty

2012 IEEE/ACM International Conference on Advances in Social Networks Analysis and Mining ◽

10.1109/asonam.2012.103 ◽

2012 ◽

Author(s):

U. Sridhar ◽

S. Mandyam

Keyword(s):

Coalitional Games ◽

Utility Maximizer

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Coalitional Games in Gaussian Interference Channels

2006 IEEE International Symposium on Information Theory ◽

10.1109/isit.2006.261943 ◽

2006 ◽

Author(s):

Suhas Mathur ◽

Lalitha Sankaranarayanan ◽

Narayan Mandayam

Keyword(s):

Interference Channels ◽

Coalitional Games ◽

Gaussian Interference Channels

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Invariance and randomness in the Nash program for coalitional games

Economics Letters ◽

10.1016/s0165-1765(97)00262-0 ◽

1998 ◽

Vol 58 (1) ◽

pp. 43-49 ◽

Author(s):

Nir Dagan ◽

Roberto Serrano

Keyword(s):

Coalitional Games ◽

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Coalitional games with transferable utility

10.1017/9781108636049.019 ◽

2020 ◽

pp. 709-734

Keyword(s):

Transferable Utility ◽

Coalitional Games

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On Coalitional and Non-Coalitional Games in the Design of User Incentives for Dependable Mobile Crowdsensing Services

2020 IEEE International Conference on Service Oriented Systems Engineering (SOSE) ◽

10.1109/sose49046.2020.00012 ◽

2020 ◽

Author(s):

Maryam Pouryazdan ◽

Burak Kantarci

Keyword(s):

Coalitional Games ◽

Mobile Crowdsensing

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Coalitional Games for Computation Offloading in NOMA-Enabled Multi-Access Edge Computing

IEEE Transactions on Vehicular Technology ◽

10.1109/tvt.2019.2956224 ◽

2020 ◽

Vol 69 (2) ◽

pp. 1982-1993 ◽

Author(s):

Quoc-Viet Pham ◽

Hoang T. Nguyen ◽

Zhu Han ◽

Won-Joo Hwang

Keyword(s):

Edge Computing ◽

Computation Offloading ◽

Coalitional Games ◽

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Internal structure of coalitions in competitive and altruistic graphical coalitional games

10.1016/j.automatica.2013.11.002 ◽

2014 ◽

Vol 50 (2) ◽

pp. 335-348 ◽

Author(s):

Muhammad Aurangzeb ◽

Frank L. Lewis

Keyword(s):

Internal Structure ◽

Coalitional Games

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Equivalence nucleolus for coalitional games with externalities

Operations Research Letters ◽

10.1016/j.orl.2016.01.007 ◽

2016 ◽

Vol 44 (2) ◽

pp. 219-224

Author(s):

Rajeev R. Tripathi ◽

R.K. Amit

Keyword(s):

Coalitional Games ◽

Games With Externalities

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Coalitional Games With Intervention: Application to Spectrum Leasing in Cognitive Radio

IEEE Transactions on Wireless Communications ◽

10.1109/twc.2014.2333512 ◽

2014 ◽

Vol 13 (11) ◽

pp. 6166-6179 ◽

Author(s):

Juan J. Alcaraz ◽

Mihaela van der Schaar

Keyword(s):

Cognitive Radio ◽

Coalitional Games ◽

Spectrum Leasing

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Finite Solution Theory for Coalitional Games

SIAM Journal on Algebraic and Discrete Methods ◽

10.1137/0603057 ◽

1982 ◽

Vol 3 (4) ◽

pp. 551-565 ◽

Author(s):

William F. Lucas ◽

Kai Michaelis

Keyword(s):

Coalitional Games ◽

Solution Theory ◽

Finite Solution

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OPTIMAL PORTFOLIO UNDER STATE-DEPENDENT EXPECTED UTILITY

International Journal of Theoretical and Applied Finance ◽

10.1142/s0219024918500139 ◽

2018 ◽

Vol 21 (03) ◽

pp. 1850013 ◽

Author(s):

CAROLE BERNARD ◽

STEVEN VANDUFFEL ◽

JIANG YE

Keyword(s):

Portfolio Choice ◽

Expected Utility ◽

Loss Aversion ◽

Reference Point ◽

Joint Distribution ◽

Optimal Portfolio ◽

Characterization Result ◽

Terminal Wealth ◽

Utility Maximizer ◽

State Dependent

We derive the optimal portfolio for an expected utility maximizer whose utility does not only depend on terminal wealth but also on some random benchmark (state-dependent utility). We then apply this result to obtain the optimal portfolio of a loss-averse investor with a random reference point (extending a result of Berkelaar et al. (2004) Optimal portfolio choice under loss aversion, The Review of Economics and Statistics 86 (4), 973–987). Clearly, the optimal portfolio has some joint distribution with the benchmark and we show that it is the cheapest possible in having this distribution. This characterization result allows us to infer the state-dependent utility function that explains the demand for a given (joint) distribution.

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