Zhi Chen

City University of Hong Kong

Assistant Professor

Hong Kong

SCHOLARLY PAPERS

2

DOWNLOADS

122

CITATIONS

0

Scholarly Papers (2)

1.

Allocation Inequality in Cost Sharing Problem

Number of pages: 21 Posted: 06 Nov 2017 Last Revised: 13 Jul 2018
Zhi Chen, Zhenyu Hu and Qinshen Tang
City University of Hong Kong, National University of Singapore (NUS) - Department of Decision Sciences and National University of Singapore (NUS) - Department of Analytics & Operations
Downloads 100 (261,848)

Abstract:

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cost sharing problem, average cost pricing, Shapley value, majorization, cooperative game

2.

Sharing the Value-at-Risk Under Distributional Ambiguity

Number of pages: 27 Posted: 17 Jun 2019
Zhi Chen and Weijun Xie
City University of Hong Kong and Virginia Polytechnic Institute & State University
Downloads 22 (503,642)

Abstract:

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Risk sharing, value-at-risk, conditional value-at-risk, distributionally robust optimization