Shapley allocation, diversification and services in operational risk
نویسندگان
چکیده
منابع مشابه
Variance Allocation and Shapley Value
Motivated by the problem of utility allocation in a portfolio under a Markowitz meanvariance choice paradigm, we propose an allocation criterion for the variance of the sum of n possibly dependent random variables. This criterion, the Shapley value, requires to translate the problem into a cooperative game. The Shapley value has nice properties, but, in general, is computationally demanding. Th...
متن کاملStructural Tractability of Shapley and Banzhaf Values in Allocation Games
Allocation games are coalitional games defined in the literature as a way to analyze fair division problems of indivisible goods. The prototypical solution concepts for them are the Shapley value and the Banzhaf value. Unfortunately, their computation is intractable, formally #P-hard. Motivated by this bad news, structural requirements are investigated which can be used to identify islands of t...
متن کاملA review of methods for resource allocation and operational framework in cloud computing
The issue of management and allocation of resources in cloud computing environments, according to the breadth of scale and modern technology implementation, is a complicated issue. Issues such as: the heterogeneity of resources, resource dependencies to each other, the dynamics of the environment, virtualization, workload diversity as well as a wide range of management objectives of cloud servi...
متن کاملObtaining a possible allocation in the bankruptcy model using the Shapley value
Data envelopment analysis (DEA) is an effective tool for supporting decision-makers to assess bankruptcy, uncertainty concepts including intervals, and game theory. The bankruptcy problem with the qualitative parameters is an economic problem under uncertainty. Accordingly, we combine the concepts of the DEA game theory and uncertain models as interval linear programming (ILP), which can be app...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Operational Risk
سال: 2018
ISSN: 1744-6740
DOI: 10.21314/jop.2018.205