Distributionally robust stability of payoff allocations in stochastic coalitional games
We consider multi-agent coalitional games with uncertainty in the coalitional values. We provide a novel methodology to study the stability of the grand coalition in the case where each coalition constructs ambiguity sets for the (possibly) unknown probability distribution of the uncertainty. As a l...
Main Authors: | , , , |
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Format: | Conference item |
Language: | English |
Published: |
IEEE
2024
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