Computing the NTU-Shapley value of NTU-games defined by multiple objectivelinear programs

Citation
Ka. Andersen et M. Lind, Computing the NTU-Shapley value of NTU-games defined by multiple objectivelinear programs, INT J GAME, 28(4), 1999, pp. 585-597
Citations number
16
Categorie Soggetti
Economics
Journal title
INTERNATIONAL JOURNAL OF GAME THEORY
ISSN journal
00207276 → ACNP
Volume
28
Issue
4
Year of publication
1999
Pages
585 - 597
Database
ISI
SICI code
0020-7276(199911)28:4<585:CTNVON>2.0.ZU;2-T
Abstract
In this paper we study a class of cooperative games with nontransferable ut ility (NTU) derived from multiple objective linear-programs (MOLP's). This is done in order to introduce the NTU-Shapley value as a solution to multip le objective linear programming. We present an algorithm for the computation of the set of all NTU-Shapley v alues for the bicriterion cases, which is based on:the simplex algorithm. F urthermore, we give a new optimal recursive procedure for the computation o f the Shapley value of TU-games.