Method and system for using cooperative game theory to...

Data processing: measuring – calibrating – or testing – Measurement system – Measured signal processing

Reexamination Certificate

Rate now

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Details

C703S001000, C463S022000

Reexamination Certificate

active

06961678

ABSTRACT:
A method and system for cooperative resolution of statistical and other joint effects. The method and system include constructing controlled allocation games. Allocation patterns in a control game are used to determine value allocations in an allocation game. The method and system also includes approximating value functions for large cooperative games. The method and system may be used to construct statistical cooperative games and use cooperative game theory to resolve statistical joint effects in a variety of situations. The methods may be applicable to other types of joint effects problems such as those found in engineering, finance and other disciplines.

REFERENCES:
patent: 5742738 (1998-04-01), Koza
patent: 5826244 (1998-10-01), Huberman
patent: 5991741 (1999-11-01), Speakman et al.
patent: 6009458 (1999-12-01), Hawkins et al.
patent: 6026383 (2000-02-01), Ausubel
patent: 6047278 (2000-04-01), Winkelmann
patent: 6058385 (2000-05-01), Koza
patent: 6078901 (2000-06-01), Ching
patent: 6078906 (2000-06-01), Huberman
patent: 6236977 (2001-05-01), Verba
patent: 6640204 (2003-10-01), Feldman
Bring, Johan, (1996): “A Geometric Approach to Compare Variables in a Regression Model,”The American Statistician, v. 50, n. 1.
G.P. Brinson and N. Falcher in “Measuring non-U.S. equity portfolio performance,”Journal of Portfolio Management, Spring 1985, pp. 73-76.
David R. Carino, “Combining Attribution Effects Over Time,”Journal of Portfolio Measurement, Summer 1999, v.3, n. 4, pp. 5-14.
Chevan, Albert and Michael Sutherland (1991): “Hierarchical Partitioning,”The American Statistician, v. 45, n. 2.
E. Fama and K. French, “Common risk factors in the returns on stocks and bonds,”Journal of Financial Economics, v. 33, n. 1, 1993, pp. 3-56.
B. Feldman, “The Powerpoint,” manuscript, 1998, 9thInternational Conference on Game Theory, Stony Brook.
B. Feldman, “The Proportional Value of a Cooperative Game,” manuscript, 9thand 10thStony Brook Game Theory conference, Jul. 1998 and 1999.
D.A. Harville, “Decomposition of Prediction Error,”Journal of the American Statistical Association, v. 80, n. 389, 1985, pp. 132-138.
Kruskal, William (1987): “Relative Importance by Averaging Over Orderings,”The American Statistician, v. 41, n. 1.
Lindeman, Richard H., P. F. Merenda, and R. Z. Gold (1980): “Introduction to Bivariate and Multivariate Analysis,” Scott, Foresman, and Company, Glenview, Illinois, ISBN 0-673-15099-2, CH. 4, pp. 119-127.
R.B. Myerson, “Coalitions in cooperative games,” Chapter 9 inGame Theory: Analysis of Conflict, Cambridge: Harvard University Press, 1992, pp. 417-482.
K.M. Ortmann, “The proportional value of a positive cooperative game,”Mathematical Methods of Operations Research, v. 51, 2000, pp. 235-248.
H. Pesaran and Y. Shin, “Generalized impulse response analysis in linear multivariate models,”Economics Letters, v. 58, 1998, pp. 17-29.
S. Ross “The Arbitrage Theory of Capital Asset Pricing,”Journal of Economic Theory, v. 13, 1976, pp. 341-360.
L.M. Ruiz, F. Valenciano, and J.M. Zarzuelo, “The Family of Least Square Values for Transferable Utility Games,”Games and Economic Behavior, v. 24, 1998, 109-130.
L.S. Shapley, “Additive and non-additive set functions,” Ph.D. Thesis, Princeton University, 1953.
W.F. Sharpe, “Asset allocation: Management style and performance measurement,”Journal of Portfolio Management, Winter 1992, pp. 7-19.
C. Sims, “Macroeconomics and reality,”Econometrica, v. 48, 1980, pp. 1-48.
N.N. Vorob'ev and A.N. Liapounov, “The proper Shapley value,” inGame Theory and Applications IV, L.A. Petrosjan and V.V. Mazalov, eds., Comack, NY: Nova Science Publishers, pp. 155-159.
R.O. Wilson, “Information, Efficiency, and the Core of an Economy,”Econometrica, v. 46, 1978, pp. 807-816.
H.P. Young, ed., “Cost Allocation: Methods, Principles, Applications,” New York: North Holland, 1985.
Soofi, E. S. et al., “A framework for measuring the importance of variables with applications to management research and decision models,”Decision Sciences, v. 31, No. 3. 2000.
Lipovetsky, S. et al. “Analysis of regression in game theory approach,”Applied Stochastics Models in Business and Industry, v. 17, Oct. 1, 2001.

LandOfFree

Say what you really think

Search LandOfFree.com for the USA inventors and patents. Rate them and share your experience with other people.

Rating

Method and system for using cooperative game theory to... does not yet have a rating. At this time, there are no reviews or comments for this patent.

If you have personal experience with Method and system for using cooperative game theory to..., we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Method and system for using cooperative game theory to... will most certainly appreciate the feedback.

Rate now

     

Profile ID: LFUS-PAI-O-3507313

  Search
All data on this website is collected from public sources. Our data reflects the most accurate information available at the time of publication.