Article ID: | iaor20003666 |
Country: | Germany |
Volume: | 28 |
Issue: | 4 |
Start Page Number: | 585 |
End Page Number: | 597 |
Publication Date: | Jan 1999 |
Journal: | International Journal of Game Theory |
Authors: | Andersen K.A., Lind M. |
Keywords: | programming: linear |
In this paper we study a class of cooperative games with non-transferable utility (NTU) derived from multiple objective linear programs. This is done in order to introduce the NTU–Shapley value as a solution to multiple objective linear programming. We present an algorithm for the computation of the set of all NTU–Shapley values for the bicriterion cases, which is based on the simplex algorithm. Furthermore, we give a new optimal recursive procedure for the computation of the Shapley value of TU-game.