Coalition structure stability in a~model of bank cooperation
Matematičeskaâ teoriâ igr i eë priloženiâ, Tome 4 (2012) no. 4, pp. 45-62.

Voir la notice de l'article provenant de la source Math-Net.Ru

In the paper a problem of bank costs reduction is considered. In the coalition case, it is assumed that cooperation may be restricted by a coalition structure. A question of stability of a coalition structure with respect to the Shapley value is investigated. Theoretical results are illustrated by numerical examples.
Mots-clés : coalition, stable coalitional structure
Keywords: cost allocation, Shapley value.
@article{MGTA_2012_4_4_a2,
     author = {Elena M. Parilina and Artem A. Sedakov},
     title = {Coalition structure stability in a~model of bank cooperation},
     journal = {Matemati\v{c}eska\^a teori\^a igr i e\"e prilo\v{z}eni\^a},
     pages = {45--62},
     publisher = {mathdoc},
     volume = {4},
     number = {4},
     year = {2012},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/MGTA_2012_4_4_a2/}
}
TY  - JOUR
AU  - Elena M. Parilina
AU  - Artem A. Sedakov
TI  - Coalition structure stability in a~model of bank cooperation
JO  - Matematičeskaâ teoriâ igr i eë priloženiâ
PY  - 2012
SP  - 45
EP  - 62
VL  - 4
IS  - 4
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/MGTA_2012_4_4_a2/
LA  - ru
ID  - MGTA_2012_4_4_a2
ER  - 
%0 Journal Article
%A Elena M. Parilina
%A Artem A. Sedakov
%T Coalition structure stability in a~model of bank cooperation
%J Matematičeskaâ teoriâ igr i eë priloženiâ
%D 2012
%P 45-62
%V 4
%N 4
%I mathdoc
%U http://geodesic.mathdoc.fr/item/MGTA_2012_4_4_a2/
%G ru
%F MGTA_2012_4_4_a2
Elena M. Parilina; Artem A. Sedakov. Coalition structure stability in a~model of bank cooperation. Matematičeskaâ teoriâ igr i eë priloženiâ, Tome 4 (2012) no. 4, pp. 45-62. http://geodesic.mathdoc.fr/item/MGTA_2012_4_4_a2/

[1] Petrosyan L. A., Zenkevich N. A., Shevkoplyas E. V., Teoriya igr, BKhV-Peterburg, SPb., 2012

[2] Petrosyan L. A., Sedakov A. A., Syurin A. N., “Mnogoshagovye igry s koalitsionnoi strukturoi”, Vestnik Sankt-Peterburgskogo universiteta. Ser. 10, 2006, no. 4, 97–110

[3] Pecherskii S. L., Yanovskaya E. B., Kooperativnye igry: resheniya i aksiomy, Izd-vo Evropeiskogo un-ta v S.-Peterburge, 2004

[4] Aumann R. J., Dreze J. H., “Cooperative Games with Coalition Structures”, Int. J. Game Theory, 3 (1974), 217–237 | DOI | MR | Zbl

[5] Bjorndal E., Hamers H., Koster M., “Cost Allocation in a Bank ATM Network”, Math. Meth. of Oper. Res., 59 (2004), 405–418 | MR | Zbl

[6] Gow S., Thomas L., “Interchange Fees for Bank ATM Networks”, Naval Research Logistics, 45 (1998), 407–417 | 3.0.CO;2-9 class='badge bg-secondary rounded-pill ref-badge extid-badge'>DOI | Zbl

[7] Haeringer G., “Stable Coalition Structures with Fixed Decision Scheme”, Economics with Heterogeneous Interacting Agents, Part IV, Lecture Notes in Economics and Mathematical Systems, 503, 2001, 217–230 | DOI | MR | Zbl

[8] Hart S., Kurz M., “Endogenous formation of coalitions”, Econometrica, 52 (1983), 1047–1064 | DOI | MR

[9] Marini Marco A., “Games of Coalition and Network Formation: A Survey”, Networks, Topology and Dynamics, Part II, Lecture Notes in Economics and Mathematical Systems, 613, 2009, 67–93 | DOI | Zbl

[10] Nouweland A., Borm P., Golstein Brouwers W., Groot Bruinderink R., Tijs S., “A game theoretic approach to problems in telecommunications”, Management Sciences, 42:2 (1996), 294–303 | DOI | Zbl

[11] Parilina E., “A Game-theoretic Approach to Resource Sharing Management”, Proc. of The Sec. Int. Conf. on Game Theory and App., World Academic Press, Liverpool, 2007, 49–52 | Zbl

[12] Shapley L. S., “A value for $n$-person games”, Contributions to the Theory of Games, v. II, eds. Kuhn W., Tucker A. W., Princeton University Press, Princeton, 1953, 307–317 | MR

[13] Tiebout C., “A Pure Theory of Local Public Expenditures”, Journal of Political Economy, 65 (1956), 319–337