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Remarkable polyhedra related to set functions, games and capacities

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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)

Abstract

Set functions are widely used in many domains of Operations Research (cooperative game theory, decision under risk and uncertainty, combinatorial optimization) under different names (TU-game, capacity, nonadditive measure, pseudo-Boolean function, etc.). Remarkable families of set functions form polyhedra, e.g., the polytope of capacities, the polytope of p-additive capacities, the cone of supermodular games, etc. Also, the core of a set function, defined as the set of additive set functions dominating that set function, is a polyhedron which is of fundamental importance in game theory, decicion making and com-binatorial optimization. This survey paper gives an overview of these notions and studies all these polyhedra.

Suggested Citation

  • Michel Grabisch, 2016. "Remarkable polyhedra related to set functions, games and capacities," PSE-Ecole d'économie de Paris (Postprint) hal-01372858, HAL.
  • Handle: RePEc:hal:pseptp:hal-01372858
    DOI: 10.1007/s11750-016-0421-4
    Note: View the original document on HAL open archive server: https://hal.science/hal-01372858
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    References listed on IDEAS

    as
    1. Hans Reijnierse & Jean Derks, 1998. "Note On the core of a collection of coalitions," International Journal of Game Theory, Springer;Game Theory Society, vol. 27(3), pages 451-459.
    2. 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.
    3. Stéphane Gonzalez & Michel Grabisch, 2015. "Preserving coalitional rationality for non-balanced games," International Journal of Game Theory, Springer;Game Theory Society, vol. 44(3), pages 733-760, August.
    4. Miranda, Pedro & Grabisch, Michel, 2010. "k-Balanced games and capacities," European Journal of Operational Research, Elsevier, vol. 200(2), pages 465-472, January.
    5. repec:hal:pseose:hal-00803233 is not listed on IDEAS
    6. Michel Grabisch, 2016. "Remarkable polyhedra related to set functions, games and capacities," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 24(2), pages 301-326, July.
    7. Derks, Jean J M & Gilles, Robert P, 1995. "Hierarchical Organization Structures and Constraints on Coalition Formation," International Journal of Game Theory, Springer;Game Theory Society, vol. 24(2), pages 147-163.
    8. Miranda, P. & Combarro, E.F. & Gil, P., 2006. "Extreme points of some families of non-additive measures," European Journal of Operational Research, Elsevier, vol. 174(3), pages 1865-1884, November.
    9. Michel Grabisch, 2011. "Ensuring the boundedness of the core of games with restricted cooperation," Annals of Operations Research, Springer, vol. 191(1), pages 137-154, November.
    10. Michel Grabisch, 2013. "The core of games on ordered structures and graphs," Annals of Operations Research, Springer, vol. 204(1), pages 33-64, April.
    11. Jeroen Kuipers & Dries Vermeulen & Mark Voorneveld, 2010. "A generalization of the Shapley–Ichiishi result," International Journal of Game Theory, Springer;Game Theory Society, vol. 39(4), pages 585-602, October.
    12. Michel Grabisch, 2016. "Set Functions, Games and Capacities in Decision Making," Theory and Decision Library C, Springer, number 978-3-319-30690-2, September.
    13. Nunez, Marina & Rafels, Carles, 2003. "Characterization of the extreme core allocations of the assignment game," Games and Economic Behavior, Elsevier, vol. 44(2), pages 311-331, August.
    14. repec:hal:pseose:halshs-00950109 is not listed on IDEAS
    15. repec:hal:pseose:hal-01372858 is not listed on IDEAS
    16. Michel Grabisch & Peter Sudhölter, 2012. "The bounded core for games with precedence constraints," Annals of Operations Research, Springer, vol. 201(1), pages 251-264, December.
    17. Grabisch, Michel & Sudhölter, Peter, 2014. "On the restricted cores and the bounded core of games on distributive lattices," European Journal of Operational Research, Elsevier, vol. 235(3), pages 709-717.
    18. Ulrich Faigle & Michel Grabisch & Andres Jiménez-Losada & Manuel Ordóñez, 2014. "Games on concept lattices: Shapley value and core," Documents de travail du Centre d'Economie de la Sorbonne 14070, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    19. Marina Núñez & Carles Rafels, 1998. "On extreme points of the core and reduced games," Annals of Operations Research, Springer, vol. 84(0), pages 121-133, December.
    20. Michel Grabisch & Pedro Miranda, 2015. "Exact bounds of the Möbius inverse of monotone set functions," Post-Print hal-01136668, HAL.
    21. Bilbao, J. M. & Lebron, E. & Jimenez, N., 1999. "The core of games on convex geometries," European Journal of Operational Research, Elsevier, vol. 119(2), pages 365-372, December.
    22. Michel Grabisch & Pedro Miranda, 2008. "On the vertices of the k-additive core," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00321625, HAL.
    23. 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.
    24. Stéphane Gonzalez & Michel Grabisch, 2015. "Preserving coalitional rationality for non-balanced games," International Journal of Game Theory, Springer;Game Theory Society, vol. 44(3), pages 733-760, August.
    25. repec:hal:pseose:hal-00759893 is not listed on IDEAS
    26. Faigle, U & Kern, W, 1992. "The Shapley Value for Cooperative Games under Precedence Constraints," International Journal of Game Theory, Springer;Game Theory Society, vol. 21(3), pages 249-266.
    27. Ichiishi, Tatsuro, 1981. "Super-modularity: Applications to convex games and to the greedy algorithm for LP," Journal of Economic Theory, Elsevier, vol. 25(2), pages 283-286, October.
    Full references (including those not matched with items on IDEAS)

    Citations

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    Cited by:

    1. Mayag, Brice & Bouyssou, Denis, 2020. "Necessary and possible interaction between criteria in a 2-additive Choquet integral model," European Journal of Operational Research, Elsevier, vol. 283(1), pages 308-320.
    2. Michel Grabisch, 2016. "Remarkable polyhedra related to set functions, games," Documents de travail du Centre d'Economie de la Sorbonne 16081, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    3. Michel Grabisch, 2016. "Remarkable polyhedra related to set functions, games and capacities," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 24(2), pages 301-326, July.
    4. Michel Grabisch & Tomáš Kroupa, 2018. "The cone of supermodular games on finite distributive lattices," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01821712, HAL.
    5. Cinfrignini, Andrea & Petturiti, Davide & Vantaggi, Barbara, 2023. "Dynamic bid–ask pricing under Dempster-Shafer uncertainty," Journal of Mathematical Economics, Elsevier, vol. 107(C).
    6. Alexis Poindron, 2019. "A general model of synchronous updating with binary opinions," Documents de travail du Centre d'Economie de la Sorbonne 19024, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    7. Mustapha Ridaoui & Michel Grabisch & Christophe Labreuche, 2018. "An axiomatisation of the Banzhaf value and interaction index for multichoice games," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-02381119, HAL.
    8. Ulrich Faigle & Michel Grabisch, 2019. "Least Square Approximations and Linear Values of Cooperative Game," Post-Print halshs-02381231, HAL.
    9. Khaled Belahcène & Vincent Mousseau & Wassila Ouerdane & Marc Pirlot & Olivier Sobrie, 2023. "Multiple criteria sorting models and methods. Part II: theoretical results and general issues," 4OR, Springer, vol. 21(2), pages 181-204, June.
    10. repec:hal:pseose:hal-01372858 is not listed on IDEAS
    11. Pelegrina, Guilherme Dean & Duarte, Leonardo Tomazeli & Grabisch, Michel & Romano, João Marcos Travassos, 2020. "The multilinear model in multicriteria decision making: The case of 2-additive capacities and contributions to parameter identification," European Journal of Operational Research, Elsevier, vol. 282(3), pages 945-956.
    12. Ehud Lehrer & Roee Teper, 2020. "Set-valued capacities: multi-agenda decision making," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 69(1), pages 233-248, February.
    13. Alexis Poindron, 2019. "A general model of synchronous updating with binary opinions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-02372486, HAL.
    14. Bottero, M. & Ferretti, V. & Figueira, J.R. & Greco, S. & Roy, B., 2018. "On the Choquet multiple criteria preference aggregation model: Theoretical and practical insights from a real-world application," European Journal of Operational Research, Elsevier, vol. 271(1), pages 120-140.
    15. Denis Bouyssou & Thierry Marchant & Marc Pirlot, 2021. "The size of the maximum antichains in products of linear orders," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(3), pages 648-659, October.
    16. Alexis Poindron, 2019. "A general model of synchronous updating with binary opinions," Post-Print halshs-02372486, HAL.
    17. Daniel Kostner, 2020. "Multi-criteria decision making via multivariate quantiles," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 91(1), pages 73-88, February.
    18. Denis Bouyssou & Thierry Marchant & Marc Pirlot, 2021. "The size of the maximum antichains in products of linear orders," Post-Print hal-03047087, HAL.

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