A solidarity value forn-person transferable utility games

In this paper, we introduce axiomatically a new value for cooperative TU games satisfying the efficiency, additivity, and symmetry axioms of Shapley (1953) and some new postulate connected with the average marginal contributions of the members of coalitions which can form. Our solution is referred to as the solidarity value. The reason is that its interpretation can be based on the assumption that if a coalition, sayS, forms, then the players who contribute toS more than the average marginal contribution of a member ofS support in some sense their weaker partners inS. Sometimes, it happens that the solidarity value belongs to the core of a game while the Shapley value does not.This research was supported by the KBN Grant 664/2/91 No. 211589101.     

Weighted values and the core in NTU games

Monderer et al. (Int J Game Theory 21(1):27–39, 1992) proved that the core is included in the set of the weighted Shapley values in TU games. The purpose of this paper is to extend this result to NTU games. We first show that the core is included in the closure of the positively weighted egalitarian solutions introduced by Kalai and Samet (Econometrica 53(2):307–327, 1985). Next, we show that the weighted version of the Shapley NTU value by Shapley (La Decision, aggregation et dynamique des ordres de preference, Editions du Centre National de la Recherche Scientifique, Paris, pp 251–263, 1969) does not always include the core. These results indicate that, in view of the relationship to the core, the egalitarian solution is a more desirable extension of the weighted Shapley value to NTU games. As a byproduct of our approach, we also clarify the relationship between the core and marginal contributions in NTU games. We show that, if the attainable payoff for the grand coalition is represented as a closed-half space, then any element of the core is attainable as the expected value of marginal contributions.     

The Ramsey property for collections of sequences not containing all arithmetic progressions

A family of sequences has the Ramsey property if for every positive integerk, there exists a least positive integerf (k) such that for every 2-coloring of {1,2, ...,f (k)} there is a monochromatick-term member of . For fixed integersm > 1 and 0 q < m, let _q(m) be the collection of those increasing sequences of positive integers {x ₁,..., x_k} such thatx _i+1 – x_i q(modm) for 1 i k – 1. Fort a fixed positive integer, denote byA _t the collection of those arithmetic progressions having constant differencet. Landman and Long showed that for allm 2 and 1 q < m, _q(m) does not have the Ramsey property, while _q(m) A _m does. We extend these results to various finite unions of _q(m) 's andA _t 's. We show that for allm 2, _q=1 ^m–1 _q(m) does not have the Ramsey property. We give necessary and sufficient conditions for collections of the form _q(m) ( _{t T} A _t) to have the Ramsey property. We determine when collections of the form _a(m₁) _b(m₂) have the Ramsey property. We extend this to the study of arbitrary finite unions of _q(m)'s. In all cases considered for which has the Ramsey property, upper bounds are given forf .     

Monotonicity and dummy free property for multi-choice cooperative games

Given a coalition of ann-person cooperative game in characteristic function form, we can associate a zero-one vector whose non-zero coordinates identify the players in the given coalition. The cooperative game with this identification is just a map on such vectors. By allowing each coordinate to take finitely many values we can define multi-choice cooperative games. In such multi-choice games we can also define Shapley value axiomatically. We show that this multi-choice Shapley value is dummy free of actions, dummy free of players, non-decreasing for non-decreasing multi-choice games, and strictly increasing for strictly increasing cooperative games. Some of these properties are closely related to some properties of independent exponentially distributed random variables. An advantage of multi-choice formulation is that it allows to model strategic behavior of players within the context of cooperation.Partially funded by the NSF grant DMS-9024408     

Markov Games with Several Ergodic Classes

We consider Markov games of the general form characterized by the property that, for all stationary strategies of players, the set of game states is partitioned into several ergodic sets and a transient set, which may vary depending on the strategies of players. As a criterion, we choose the mean payoff of the first player per unit time. It is proved that the general Markov game with a finite set of states and decisions of both players has a value, and both players have -optimal stationary strategies. The correctness of this statement is demonstrated on the well-known Blackwell's example (Big Match).     

The Compromise Value for Cooperative Games with Random Payoffs

This paper introduces and studies the compromise value for cooperative games with random payoffs, that is, for cooperative games where the payoff to a coalition of players is a random variable. This value is a compromise between utopia payoffs and minimal rights and its definition is based on the compromise value for NTU games and the τ-value for TU games. It is shown that the nonempty core of a cooperative game with random payoffs is bounded by the utopia payoffs and the minimal rights. Consequently, for such games the compromise value exists. Further, we show that the compromise value of a cooperative game with random payoffs coincides with the τ-value of a related TU game if the players have a certain type of preferences. Finally, the compromise value and the marginal value, which is defined as the average of the marginal vectors, coincide on the class of two-person games. This results in a characterization of the compromise value for two-person games.I thank Peter Borm, Ruud Hendrickx and two anonymous referees for their valuable comments.     

Sur la construction d'un corps de Hilbert

We are concerned with the following: If k is a quadratic field and N a cyclic unramified extension of degree qⁿ over k, q a prime number, determine N explicitely via a primitive element , i.e., N=k(), in the spirit of Helmut Hasse [3]. We propose a method which determines these extensions, once we are able to specify the arithmetic of a certain field . To explicit our method, we construct the Hilbert fields of (226) and (646).     

Perturbation theory for games in normal form and stochastic games

In this paper, the effect on values and optimal strategies of perturbations of game parameters (payoff function, transition probability function, and discount factor) is studied for the class of zero-sum games in normal form and for the class of stationary, discounted, two-person, zero-sum stochastic games.A main result is that, under certain conditions, the value depends on these parameters in a pointwise Lipschitz continuous way and that the sets of -optimal strategies for both players are upper semicontinuous multifunctions of the game parameters.Extensions to general-sum games and nonstationary stochastic games are also indicated.     

BSJ does not map correctly into BSF mod 2

Let BSJ denote the quotient of localized at 2. It had been thought that the Adams conjecture might deloop to give a diagram realizing the J-homomorphism. We show this to be impossible by showing there do not exist Stiefel-Whitnev class W_n (even for n13) in BSJ satisfving the Wu formulas.The result of the title also follows from independent and earlier work of Ib Madsen who showed that there is no H-map of SO into F/0 which is correct on homotopy. Apparently the same methods apply to SJ into SF. It is not clear to us how the obstructions compare.Research supported in part by NSF grant GP-29660.     

Kodaira dimension of holomorphic singular foliations

We introduce numerical invariants of holomorphic singular foliations under bimeromorphic transformations of surfaces. The basic invariant is a foliated version of the Kodaira dimension of compact complex manifolds.The author was supported by CNPq-Brazil in 1998 and Conseil Régional de Bourgogne in 1999.     

On the sensitivity of von Neumann and Morgenstern abstract stable sets: The stable and the individual stable bargaining set

The purpose of this paper is twofold: First, to study the properties of the notions of the stable and individual stable bargaining sets (SBS and ISBS). Second, to point out the sensitivity of the von Neumann and Morgenstern (vN&M) abstract stable set to the dominance relation that is being employed: Insisting that each member of the coalition be made better off yields the SBS, while requiring that at least one member of the coalition is better off and all others are not worse off yields the ISBS. Rather surprisingly, the SBS and the ISBS may have an empty intersection.We fully characterize both the SBS and the ISBS in 3-person games with transferable utilities, and we also show that in ordinally convex games these two sets coincide with the core. As a by-product we thus derive a new proof that such games have a nonempty core. The paper concludes with an open question.     

Sequential Discrete p-Facility Models for Competitive Location Planning

Two new models for duopolistic competitive discrete location planning with sequential acting and variable delivered prices are introduced. If locations and prices are assumed to be set once and for all by the players, the resulting bilevel program is nonlinear. Under the assumption that further price adjustments are possible, i.e., that a Nash equilibrium in prices is reached, the model can be simplified to a linear discrete bilevel formulation. It is shown that in either situation players should not share any locations or markets if they strive for profit-maximization.For the situation with price adjustments, a heuristic solution procedure is suggested. In addition, the bilevel models are shown to serve as a basis from which different well-known location models – as, for example, the p-median problem, the preemptive location problem and the maximum covering problem – can be derived as special cases.     

Sequencing games with repeated players

Two classes of one machine sequencing situations are considered in which each job corresponds to exactly one player but a player may have more than one job to be processed, so called RP(repeated player) sequencing situations. In max-RP sequencing situations it is assumed that each player’s cost function is linear with respect to the maximum completion time of his jobs, whereas in min-RP sequencing situations the cost functions are linear with respect to the minimum completion times. For both classes, following explicit procedures to go from the initial processing order to an optimal order for the coalition of all players, equal gain splitting rules are defined. It is shown that these rules lead to core elements of the associated RP sequencing games. Moreover, it is seen that min-RP sequencing games are convex. We thank two referees for their valuable suggestions for improvement. Financial support for P. Calleja has been given by the Ministerio de Educación y Ciencia and FEDER under grant SEJ2005-02443/ECON, and by the Generalitat de Catalunya through a BE grant from AGAUR and grant 2005SGR00984.     

Rates of growth and sample moduli for weighted empirical processes indexed by sets

Summary Probability inequalities are obtained for the supremum of a weighted empirical process indexed by a Vapnik-ervonenkis class C of sets. These inequalities are particularly useful under the assumption P({CC:P(C)<t})»0 as t»0. They are used to obtain almost sure bounds on the rate of growth of the process as the sample size approaches infinity, to find an asymptotic sample modulus for the unweighted empirical process, and to study the ratio P _n/P of the empirical measure to the actual measure.Research supported under an NSF Postdoctoral Fellowship grant No. MCS 83-11686, and in part by NSF grant No. DMS-8301807     

Values for two-stage games: Another view of the Shapley axioms

This short study reports an application of the Shapley value axioms to a new concept of two-stage games. In these games, the formation of a coalition in the first stage entitles its members to play a prespecified cooperative game at the second stage. The original Shapley axioms have natural equivalents in the new framework, and we show the existence of (non-unique) values and semivalues for two stage games, analogous to those defined by the corresponding axioms for the conventional (one-stage) games. However, we also prove that all semivalues (hence, perforce, all values) must give patently unacceptable solutions for some two-stage majority games (where the members of a majority coalition play a conventional majority game). Our reservations about these prescribed values are related to Roth's (1980) criticism of Shapley's -transfer value for non-transferable utility (NTU) games. But our analysis has wider scope than Roth's example, and the argument that it offers appears to be more conclusive. The study also indicates how the values and semivalues for two-stage games can be naturally generalized to apply for multi-stage games.Earlier versions of this study were presented at the International Conference on Game Theory and its Applications, organized by Ohio State University in 1987, and at the Workshop on Mathematical Economics and Game Theory at Tel Aviv Unversity. We gratefully acknowledge the valuable comments received on both occasions, especially those of Robert J. Aumann, Roy Gardner, Sergiu Hart, Ehud Kalai, Michael Maschler, Alvin E. Roth, and Lloyd S. Shapley, and also those ofIJGT's anonymous referees. Of course, all responsibility lies with us.     

The best polynomial approximation of functions analytic in the unit circle

In the Banach space (p,q,), studied by M. I. Gvaradze, we establish a relation between the best polynomial approximation of an entire transcendental function and such important characteristics as its order of growth and its type.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 42, No. 6, pp. 838–843, June, 1990.     

“Cautious” utility maximization and iterated weak dominance

This paper examines the implications of assuming that rational players in a two-player noncooperative game maximize expected utility using cautious beliefs; i.e., beliefs that give positive probability to all rational strategies of the other players. The result is a solution concept that captures some of the flavor of but is not equivalent to the iterated elimination of weakly dominated strategies. The solution concept yields attractive results for some games, but suffers from nonexistence problems in other games. We interpret the nonexistence problems as showing that it is logically inconsistent to assume that rational players analyze all games on the basis of cautious expected utility maximization.We would like to thank Pierpaolo Battigalli, two anonymous referees, and an editor for helpful comments. Tilman Börgers gratefully acknowledges financial assistance from the Schweizerischer Nationalfonds.