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Models of multi-period cooperative re-investment games.

Liu, Weiyang. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2010. / Includes bibliographical references (p. 111-113). / Abstracts in English and Chinese. / Abstract --- p.i / Acknowledgement --- p.iii / Chapter 1 --- Introduction and Literature Review --- p.1 / Chapter 1.1 --- Introduction --- p.1 / Chapter 1.1.1 --- Background and Motivating examples --- p.2 / Chapter 1.1.2 --- Basic Concepts --- p.4 / Chapter 1.1.3 --- Outline of the thesis --- p.6 / Chapter 1.2 --- Literature Review --- p.8 / Chapter 2 --- Multi-period Cooperative Re-investment Games: The Basic Model --- p.11 / Chapter 2.1 --- Basic settings and assumptions --- p.11 / Chapter 2.2 --- The problem --- p.13 / Chapter 3 --- Three sub-models and the allocation rule of Sub-Model III --- p.17 / Chapter 3.1 --- Three possible sub-models of the basic model --- p.17 / Chapter 3.1.1 --- Sub-model I --- p.17 / Chapter 3.1.2 --- Sub-model II --- p.18 / Chapter 3.1.3 --- Sub-model III --- p.19 / Chapter 3.2 --- The allocation rule of Sub-model III --- p.19 / Chapter 4 --- A two period example of the revised basic model --- p.25 / Chapter 4.1 --- The two period example with two projects --- p.25 / Chapter 4.2 --- The algorithm for the dual problem --- p.29 / Chapter 5 --- Extensions of the Basic Model --- p.35 / Chapter 5.1 --- The model with stochastic budgets --- p.36 / Chapter 5.2 --- The core of the model with stochastic budgets --- p.39 / Chapter 5.3 --- An example: the two-period case of models with stochastic bud- gets and an algorithm for the dual problem --- p.46 / Chapter 5.4 --- An interesting marginal effect --- p.52 / Chapter 5.5 --- "A Model with stochastic project prices, stochastic returns and stochastic budgets" --- p.54 / Chapter 6 --- Multi-period Re-investment Model with risks --- p.58 / Chapter 6.1 --- The Model with l1 risk measure --- p.58 / Chapter 6.2 --- The Model with risk measure --- p.66 / Chapter 7 --- Numerical Tests --- p.70 / Chapter 7.1 --- The affects from uncertainty changes --- p.71 / Chapter 7.2 --- The affects from budget changes --- p.71 / Chapter 7.3 --- The affects from the budget changes of only one group --- p.71 / Chapter 8 --- Conclusive Remarks --- p.77 / Chapter A --- Original Data and Analysis for Section 7.1 (Partial) --- p.79 / Chapter B --- Data Analysis for Section 7.2 (Partial) --- p.95 / Chapter C --- Data Analysis for Section 7.3 (Partial) --- p.98

Identiferoai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_327221
Date January 2010
ContributorsLiu, Weiyang., Chinese University of Hong Kong Graduate School. Division of Systems Engineering and Engineering Management.
Source SetsThe Chinese University of Hong Kong
LanguageEnglish, Chinese
Detected LanguageEnglish
TypeText, bibliography
Formatprint, viii, 113 p. : ill. ; 30 cm.
RightsUse of this resource is governed by the terms and conditions of the Creative Commons “Attribution-NonCommercial-NoDerivatives 4.0 International” License (http://creativecommons.org/licenses/by-nc-nd/4.0/)

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