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Robust Newsvendor Games with Ambiguity in Demand Distributions
Published 24 Mar 2014 in math.OC and cs.GT | (1403.5906v3)
Abstract: We investigate newsvendor games whose payoff function is uncertain due to ambiguity in demand distributions. We discuss the concept of stability under uncertainty and introduce solution concepts for robust cooperative games which could be applied to these newsvendor games. Properties and numerical schemes for finding core solutions of robust newsvendor games are presented.
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