Ignacio García-Jurado

Cooperative game theory and inventory management

Supply chain management is related to the coordination of materials, products and information flows among suppliers, manufacturers, distributors, retailers and customers involved in producing and delivering a final product or service. In this setting the centralization of inventory management and coordination of actions, to further reduce costs and improve customer service level, is a relevant issue. In this paper, we provide a review of the applications of cooperative game theory in the management of centralized inventory systems. Besides, we introduce and study a new model of centralized inventory: a multi-client distribution network.

Cooperation and competition in inventory games

Abstract. Inventory cost games are introduced in Meca et al. (1999). These games arise when considering the possibility of joint ordering in n-person EOQ inventory situations. Moreover, the SOC-rule is introduced and analysed as a cost allocation rule for this type of situations. In the current paper it is seen that n-person EPQ situations with shortages lead to exactly the same class of cost games. Furthermore, an alternative characterization of the SOC-rule is offered, primarily based on a transfer property which constitutes a special form of additivity. Necessary input variables for the SOC-rule are the (optimal) individual average number of orders per time unit in case there is no cooperation. Assuming that these average numbers are observable but not verifiable, we allow the players to select them strategically, while knowing that the SOC-rule will be (consecutively) applied as the cost allocation principle. Necessary and sufficient conditions are provided for the existence (and uniqueness) of a so-called constructive equilibrium in which all players make joint orders.

Owen's coalitional value and aircraft landing fees

Abstract In this paper we analyze the determination of aircraft landing fees. For this purpose we use the model of games with a system of unions and the Owen value. We provide an axiomatic characterization of the Owen value that is applicable in situations where only the systems of unions are subject to change. We argue that this is an appropriate approach as the industry is organized as a system of airlines. We illustrate our analysis by describing the situation at Labacolla airport in Santiago de Compostela, Spain.

On the core of transportation games

Abstract The main purpose of this paper is to study the core of the so-called transportation games, which constitute an extension of the assignment games. We prove the nonemptiness of the core for these transportation games, and some results about the relationship between the core and the dual optimal solutions of the underlying transportation problem are also provided.

Predicting using Box-Jenkins, nonparametric, and bootstrap techniques

In this article, a new semiparametric prediction system is presented for time series. The prediction method incorporated to the system consists of a nonparametric part that estimates the trend, a Box–Jenkins prediction of the residual series, and some bootstrap methodology to construct prediction intervals. Consistency of the estimators proposed for the autoregression function and the parameters in the Box–Jenkins model and the validity of a new bootstrap resampling plan adapted to autoregressive integrated models are proved. The Monte Carlo simulation study, as well as the applications to real data (carried out with the automated system, incorporating the method, developed for predicting concentration levels in the surroundings of a Spanish power station), show that this method outperforms other standard competitors.

Game practice : contributions from applied game theory

Preface. 1. Some Tips Concerning Application of Game Theory to Real Problems M. Maschler. 2. Game Theory as a Tool for Market Design A.E. Roth. 3. On the Exploitation of Casino Games: How to Distinguish Between Games of Chance and Games of Skill? P. Borm, B. van der Genutgen. 4. Agreement Through Threats: The Northern Ireland Case S.J. Brams, J.M. Togman. 5. The Dutch DCS-1800 Auction E. van Damme. 6. Birds Tree Allocations Revisited V. Feltkamp, et al. 7. How to Share Railways Infrastructure Costs? V. Fragnelli, et al. 8. Why punish? Norms and Revenge in an Experimental Game U. Gneezy, A. Stoler. 9. A Game-Theoretical Perspective for the Detection of Tacit Collusion M. Grillo. 10. Structural Estimation of Auction Models H. Hong, M. Shum. 11. A Multiplicative Variant of the Shapley Value for Factorizing the Risk of Disease M. Land, O. Gefeller. 12. Experiments on Auctions with Random Prizes and EU/non-EU Bidders L. Parisio. 13. Dynamic Games and Oligopoly Models of Technological Innovation. 14. The Structure of Fair-Division Problems and the Design of Fair-Negotiation Procedures M.G. Raith. 15. Effectivity Functions and Parliamentary Governance Structures S. Vannucci. 16. Sequential Production Situations and Potentials M. Voorneveld, et al. 17. Approximate Envy-Fee Procedures D.-Z. Zeng. Index.

On shortest path games

Abstract. A class of cooperative TU-games arising from shortest path problems is introduced and analyzed. Some conditions under which a shortest path game is balanced are obtained. Also an axiomatic characterization of the Shapley value for this class of games is provided.

An extension of the [tau]-value to games with coalition structures

Abstract We introduce the coalitional τ -value, which is an extension of the τ -value for TU-games to games with a coalition structure. We identify a class of TU-games that satisfy the property that for every game in this class and every coalition structure on its player set it holds that the coalitional τ -value can be defined for the corresponding game with a coalition structure. We study properties of the coalitional τ -value and provide an axiomatic characterization of this allocation rule. We use the coalitional τ -value to study bankruptcy problems and the determination of aircraft landing fees.

Cooperation in Markovian queueing models

In this paper we study some cooperative models in Markovian queues. We stress the case of several agents agreeing to maintain a common server for their populations in which a priority scheme with preemption has been established. In this situation we propose and characterize an allocation rule for the holding costs that provides core allocations.

How to Share Railways Infrastructure Costs

In this paper we propose an infrastructure access tariff in a cost allocation problem arising from the reorganization of the railway sector in Europe. To that aim we introduce the class of infrastructure cost games. A game in this class is a sum of airport games and what we call maintenance cost games, and models the infrastructure costs (building and maintenance) produced when a set of different types of trains belonging to several agents makes use of a certain infrastructure. We study some properties of infrastructure cost games and provide a formula for the Shapley value of a game in this class. The access tariff we propose is based on the Shapley value of infrastructure cost games.