Variance Allocation and Shapley Value

Author:

Colini-Baldeschi Riccardo,Scarsini MarcoORCID,Vaccari Stefano

Funder

Ministry of Education - Singapore

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics,Statistics and Probability

Reference52 articles.

1. Abbasi B, Hosseinifard SZ (2013) Tail conditional expectation for multivarite distributions: a game theory approach. Statist Probab Lett 83(10):2228–2235. doi: 10.1016/j.spl.2013.06.012

2. Anily S, Haviv M (2010) Cooperation in service systems. Oper Res 58(3):660–673. 10.1287/opre.1090.0737

3. Artzner P, Delbaen F, Eber JM, Heath D (1999) Coherent measures of risk. Math Finance 9(3):203–228. doi: 10.1111/1467-9965.00068

4. Aumann RJ, Shapley LS (1974) Values of Non-Atomic Games. Princeton University Press, Princeton, N.J

5. Azari Soufiani H, Chickering DM, Charles DX, Parkes DC (2014) Approximating the Shapley value via multi-issue decompositions. In: Proceedings of the 2014 International Conference on Autonomous Agents and Multi-agent Systems, International Foundation for Autonomous Agents and Multiagent Systems, Richland, SC, AAMAS ’14, pp 1209–1216. http://dl.acm.org/citation.cfm?id=2615731.2617441

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