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Matematicheskaya Teoriya Igr i Ee Prilozheniya, 2013, Volume 5, Issue 1, Pages 61–73
(Mi mgta104)
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Formation of new structure of coalitions in voting games
Ovanes L. Petrosian Saint-Petersburg State University
Abstract:
The new $(n+1)$st player enters the voting game and buys the stock from another players, investing the vector $\alpha=(\alpha_1,\dots,\alpha_n)$: $\sum_{i=1}^n\alpha_{i}\leq M$, $\alpha_i\geq0$, $\forall i=1,\dots,n$. The optimal investment is defined as $\alpha^*$, which maximizes the component of Shapley–Shubik value of entering player. The mathematical statement of the problem is given, some properties of the optimal investment are considered and Monte-Karlo method for the calculation of optimal investment is proposed.
Keywords:
voting game, Shapley–Shubic value, profitable investment, perspective coalitions, veto-player, Monte-Karlo method.
Citation:
Ovanes L. Petrosian, “Formation of new structure of coalitions in voting games”, Mat. Teor. Igr Pril., 5:1 (2013), 61–73; Autom. Remote Control, 76:11 (2015), 2070–2077
Linking options:
https://www.mathnet.ru/eng/mgta104 https://www.mathnet.ru/eng/mgta/v5/i1/p61
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Abstract page: | 343 | Full-text PDF : | 152 | References: | 39 | First page: | 1 |
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