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The Shapley Value as a von Neumann-Morgenstern Utility
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The Shapley Value as a von Neumann-Morgenstern Utility
The Shapley Value as a von Neumann-Morgenstern Utility
AR
Alvin E. Roth
Alvin E. Roth
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1 April 1977
journal article
Published by
JSTOR
in
Econometrica
Vol. 45
(3)
,
657
https://doi.org/10.2307/1911680
Abstract
The Shapley value is shown to be a von Neumann-Morgenstern utility function. The concept of strategic risk is introduced, and it is shown that the Shapley value...
Keywords
SHAPLEY VALUE
NEUMANN MORGENSTERN
MORGENSTERN UTILITY
VON NEUMANN
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Open Access
Cited by 127 articles