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k -additive upper approximation of TU-games

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  • Michel Grabisch

    (CES - Centre d'économie de la Sorbonne - UP1 - Université Paris 1 Panthéon-Sorbonne - CNRS - Centre National de la Recherche Scientifique, PSE - Paris School of Economics - UP1 - Université Paris 1 Panthéon-Sorbonne - ENS-PSL - École normale supérieure - Paris - PSL - Université Paris Sciences et Lettres - EHESS - École des hautes études en sciences sociales - ENPC - École des Ponts ParisTech - CNRS - Centre National de la Recherche Scientifique - INRAE - Institut National de Recherche pour l’Agriculture, l’Alimentation et l’Environnement)

  • Agnieszka Rusinowska

    (CES - Centre d'économie de la Sorbonne - UP1 - Université Paris 1 Panthéon-Sorbonne - CNRS - Centre National de la Recherche Scientifique, PSE - Paris School of Economics - UP1 - Université Paris 1 Panthéon-Sorbonne - ENS-PSL - École normale supérieure - Paris - PSL - Université Paris Sciences et Lettres - EHESS - École des hautes études en sciences sociales - ENPC - École des Ponts ParisTech - CNRS - Centre National de la Recherche Scientifique - INRAE - Institut National de Recherche pour l’Agriculture, l’Alimentation et l’Environnement)

Abstract

We study the problem of an upper approximation of a TU-game by a-additive game under the constraint that both games yield the same Shapley value. The best approximation is obtained by minimizing the sum of excesses with respect to the original game, which yields an LP problem. We show that for any game with at most 4 players all vertices of the polyhedron of feasible solutions are optimal, and we give an explicit formula of the value of the LP problem for a particular class of games.

Suggested Citation

  • Michel Grabisch & Agnieszka Rusinowska, 2020. "k -additive upper approximation of TU-games," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-02860802, HAL.
    • Handle: RePEc:hal:cesptp:halshs-02860802
    DOI: 10.1016/j.orl.2020.06.001
    Note: View the original document on HAL open archive server: https://shs.hal.science/halshs-02860802
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    References listed on IDEAS

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    1. Grabisch, Michel & Li, Tong, 2011. "On the set of imputations induced by the k-additive core," European Journal of Operational Research, Elsevier, vol. 214(3), pages 697-702, November.
    2. Marichal, Jean-Luc & Mathonet, Pierre, 2011. "Weighted Banzhaf power and interaction indexes through weighted approximations of games," European Journal of Operational Research, Elsevier, vol. 211(2), pages 352-358, June.
    3. Michel Grabisch & Jean-Luc Marichal & Marc Roubens, 2000. "Equivalent Representations of Set Functions," Mathematics of Operations Research, INFORMS, vol. 25(2), pages 157-178, May.
    4. Ulrich Faigle & Michel Grabisch, 2016. "Bases and linear transforms of TU-games and cooperation systems," International Journal of Game Theory, Springer;Game Theory Society, vol. 45(4), pages 875-892, November.
    5. SCHMEIDLER, David, 1969. "The nucleolus of a characteristic function game," LIDAM Reprints CORE 44, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    6. Michel Grabisch, 2016. "Set Functions, Games and Capacities in Decision Making," Theory and Decision Library C, Springer, number 978-3-319-30690-2, September.
    7. Ruiz, Luis M & Valenciano, Federico & Zarzuelo, Jose M, 1996. "The Least Square Prenucleolus and the Least Square Nucleolus. Two Values for TU Games Based on the Excess Vector," International Journal of Game Theory, Springer;Game Theory Society, vol. 25(1), pages 113-134.
    8. Jean Derks & Hans Haller & Hans Peters, 2000. "The selectope for cooperative games," International Journal of Game Theory, Springer;Game Theory Society, vol. 29(1), pages 23-38.
    9. Xiaotie Deng & Christos H. Papadimitriou, 1994. "On the Complexity of Cooperative Solution Concepts," Mathematics of Operations Research, INFORMS, vol. 19(2), pages 257-266, May.
    10. Ruiz, Luis M. & Valenciano, Federico & Zarzuelo, Jose M., 1998. "The Family of Least Square Values for Transferable Utility Games," Games and Economic Behavior, Elsevier, vol. 24(1-2), pages 109-130, July.
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    Cited by:

    1. Beliakov, Gleb, 2022. "Knapsack problems with dependencies through non-additive measures and Choquet integral," European Journal of Operational Research, Elsevier, vol. 301(1), pages 277-286.

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