| Article ID: | iaor20102956 |
| Volume: | 37 |
| Issue: | 3 |
| Start Page Number: | 148 |
| End Page Number: | 154 |
| Publication Date: | May 2009 |
| Journal: | Operations Research Letters |
| Authors: | Norde Henk, Slikker Marco, zen Ula |
| Keywords: | programming: probabilistic, game theory |
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.