Tail variance allocation, Shapley value, and the majorization problem.
Marcello GaleottiGiovanni RabittiPublished in: J. Appl. Probab. (2024)
Keyphrases
- game theory
- resource allocation
- cooperative games
- optimal allocation
- standard deviation
- game theoretic
- allocation problems
- dynamic allocation
- social welfare
- normal distribution
- efficient computation
- database
- prediction error
- monte carlo
- heavy tailed
- allocation scheme
- computational complexity
- web services
- neural network