Computing the NTU–Shapley value of NTU-games defined by multiple objective linear programs

Computing the NTU–Shapley value of NTU-games defined by multiple objective linear programs

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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: ,
Keywords: programming: linear
Abstract:

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.

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