Abstract
In this paper, we introduce a general framework for situations with decision making under uncertainty and cooperation possibilities. This framework is based upon a two stage stochastic programming approach. We show that under relatively mild assumptions the associated cooperative games are totally balanced. Finally, we consider several example situations.
Original language | English |
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Pages (from-to) | 148-154 |
Journal | Operations Research Letters |
Volume | 37 |
Issue number | 3 |
Publication status | Published - 2009 |