Article ID: | iaor19972452 |
Country: | Germany |
Volume: | 43 |
Issue: | 3 |
Start Page Number: | 337 |
End Page Number: | 352 |
Publication Date: | May 1996 |
Journal: | Mathematical Methods of Operations Research (Heidelberg) |
Authors: | Tind J., Christensen F., Lind M. |
Keywords: | programming: linear |
In this article the authors derive a class of cooperative games with non-transferable utility from multiple objective linear programs. This is done in order to introduce the nucleolus, a solution concept from cooperative game theory, as a solution to multiple objective linear problems. The authors show that the nucleolus of such a game is a singleton, which is characterized by inclusion in the least core and the reduced game property. Furthermore the nucleolus satisfies efficiency, anonymity and strategic equivalence. The authors also present a polynomially bounded algorithm for computation of the nucleolus. Let