| dc.contributor.author | Flåm, Sjur Didrik | |
| dc.date.accessioned | 2006-07-13T18:18:06Z | |
| dc.date.available | 2006-07-13T18:18:06Z | |
| dc.date.issued | 2001-08 | |
| dc.identifier.issn | 1500-4066 | |
| dc.identifier.uri | http://hdl.handle.net/11250/163675 | |
| dc.description.abstract | Stochastic programming offers handy instruments to analyze exchange of goods and risks. Absent efficient markets for some of those items, such programming may imitate or synthesize market-like transfers among concerned parties. Specifically, using shadow prices (Lagrange multipliers) on aggregate endowments, one may identify side-payments that yield core solutions to cooperative production games. | en |
| dc.format.extent | 1512905 bytes | |
| dc.format.mimetype | application/pdf | |
| dc.language.iso | eng | en |
| dc.publisher | Norwegian School of Economics and Business Administration. Department of Finance and Management Science | en |
| dc.relation.ispartofseries | Discussion paper | en |
| dc.relation.ispartofseries | 2001:18 | en |
| dc.title | Stochastic programming, cooperation, and risk exchange | en |
| dc.type | Working paper | en |
