The Shapley function for fuzzy cooperative games with multilinear extension form

In this paper, the definition of the Shapley function for fuzzy cooperative games is given, which is obtained by extending the classical case. The specific expression of the Shapley function for fuzzy cooperative games with multilinear extension form is given, and its existence and uniqueness are discussed. Furthermore, the properties of the Shapley function are researched. Finally, the fuzzy core for this kind of game is defined, and the relationship between the fuzzy core and the Shapley function is shown.     

The sigma-core of convex games and the problem of measure extension

The present paper was inspired by the observation that the problem of extending a measure from a smaller σ-algebra to a larger one can be interpreted as a core problem in cooperative game theory. Here, conversely, measure extension theorems of Bierlein, Ascherl-Lehn, and Lipecki are generalized to a game theoretic setting.     

基于多维线性扩展的模糊联盟合作对策tau值性质与计算方法

研究模糊联盟合作对策tau值的计算方法及其性质. 利用多维线性扩展方法定义了模糊联盟合作对策的tau值, 证明了其存在性、唯一性等性质, 并推导出基于多维线性扩展凸模糊联盟合作对策tau值的计算公式. 研究结果发现, 基于多维线性扩展的模糊联盟合作对策tau值是对清晰联盟合作对策tau值的扩展, 而清晰联盟合作对策tau值仅是其特例. 特别地, 对于凸模糊联盟合作对策, 利用其tau值计算公式, 可进一步简化求解过程.     

Convexity and marginal vectors

In this paper we construct sets of marginal vectors of a TU game with the property that if the marginal vectors from these sets are core elements, then the game is convex. This approach leads to new upperbounds on the number of marginal vectors needed to characterize convexity. Another result is that the relative number of marginals needed to characterize convexity converges to zero. Received: May 2002     

Even and odd diagonals in doubly stochastic matrices

The existence of even or odd diagonals in doubly stochastic matrices depends on the number of positive elements in the matrix. The optimal general lower bound in order to guarantee the existence of such diagonals is determined, as well as their minimal number for given number of positive elements. The results are related to the characterization of even doubly stochastic matrices in connection with Birkhoff's algorithm.     

Hahn-Banach extension of multilinear forms and summability

The aim of this paper is to investigate close relations between the validity of Hahn-Banach extension theorems for multilinear forms on Banach spaces and summability properties of sequences from these spaces. A case of particular importance occurs when we consider Banach spaces which have the property that every bilinear form extends to any superspace.     

Even and odd holes in cap‐free graphs

It is an old problem in graph theory to test whether a graph contains a chordless cycle of length greater than three (hole) with a specific parity (even, odd). Studying the structure of graphs without odd holes has obvious implications for Berge's strong perfect graph conjecture that states that a graph G is perfect if and only if neither G nor its complement contain an odd hole. Markossian, Gasparian, and Reed have proven that if neither G nor its complement contain an even hole, then G is β‐perfect. In this article, we extend the problem of testing whether G(V, E) contains a hole of a given parity to the case where each edge of G has a label odd or even. A subset of E is odd (resp. even) if it contains an odd (resp. even) number of odd edges. Graphs for which there exists a signing (i.e., a partition of E into odd and even edges) that makes every triangle odd and every hole even are called even‐signable. Graphs that can be signed so that every triangle is odd and every triangle is odd and every hole is odd are called odd‐signable. We derive from a theorem due to Truemper co‐NP characterizations of even‐signable and odd‐signable graphs. A graph is strongly even‐signable if it can be signed so that every cycle of length ≥ 4 with at most one chord is even and every triangle is odd. Clearly a strongly even‐signable graph is even‐signable as well. Graphs that can be signed so that cycles of length four with one chord are even and all other cycles with at most one chord are odd are called strongly odd‐signable. Every strongly odd‐signable graph is odd‐signable. We give co‐NP characterizations for both strongly even‐signable and strongly odd‐signable graphs. A cap is a hole together with a node, which is adjacent to exactly two adjacent nodes on the hole. We derive a decomposition theorem for graphs that contain no cap as induced subgraph (cap‐free graphs). Our theorem is analogous to the decomposition theorem of Burlet and Fonlupt for Meyniel graphs, a well‐studied subclass of cap‐free graphs. If a graph is strongly even‐signable or strongly odd‐signable, then it is cap‐free. In fact, strongly even‐signable graphs are those cap‐free graphs that are even‐signable. From our decomposition theorem, we derive decomposition results for strongly odd‐signable and strongly even‐signable graphs. These results lead to polynomial recognition algorithms for testing whether a graph belongs to one of these classes. © 1999 John Wiley & Sons, Inc. J Graph Theory 30: 289–308, 1999     

The Shapley value and average convex games

In this paper we reformulate the necessary and sufficient conditions for the Shapley value to lie in the core of the game. Two new classes of games, which strictly include convex games, are introduced: average convex games and partially average convex games. Partially average convex games, which need not be superadditive, include average convex games. The Shapley value of a game for both classes is in the core. Some Cobb Douglas production games with increasing returns to scale turn out to be average convex games. The paper concludes with a comparison between the new classes of games introduced and some previous extensions of the convexity notion.The authors thank G. Owen, S. Tijs, and J. Ostroy and two anonymous referees of the International Journal of Game Theory for their comments and suggestions. The usual disclamer applies. We are grateful to the Universidad del Pais Vasco-EHU (grant UPV 209.321-H053/90) and the Ministry of Education and Science of Spain (CICYT grant PB900654) for providing reseach support.     

The kernel and bargaining set for convex games

It is shown that for convex games the bargaining set? ₁ ⁽ⁱ⁾ (for the grand coalition) coincides with the core. Moreover, it is proved that the kernel (for the grand coalition) of convex games consists of a unique point which coincides with the nucleolus of the game.     

Even and odd instanton bundles on Fano threefolds of Picard number one

We consider an analogue of the notion of instanton bundle on the projective 3-space, consisting of a class of rank-2 vector bundles defined on smooth Fano threefolds X of Picard number one, having even or odd determinant according to the parity of K _X . We first construct a well-behaved irreducible component of their moduli spaces. Then, when the intermediate Jacobian of X is trivial, we look at the associated monads, hyperdeterminants and nets of quadrics. We also study one case where the intermediate Jacobian of X is non-trivial, namely when X is the intersection of two quadrics in ${\mathbb{P}^5}$ , relating instanton bundles on X to vector bundles of higher rank on a the curve of genus 2 naturally associated with X.     

Extremal discs and holomorphic extension from convex hypersurfaces

Let D be a convex domain with smooth boundary in complex space and let f be a continuous function on the boundary of D. Suppose that f holomorphically extends to the extremal discs tangent to a convex subdomain of D. We prove that f holomorphically extends to D. The result partially answers a conjecture by Globevnik and Stout of 1991.     

Coherent and convex loss-based risk measures for portfolio vectors

In this paper, we introduce two new classes of risk measures, named coherent and convex loss-based risk measures for portfolio vectors. These new risk measures can be considered as a multivariate extension of univariate loss-based risk measures introduced by Cont et al. (Stat Risk Model 30:133–167, 2013). Representation results for these new introduced risk measures are provided. The links between convex loss-based risk measures for portfolios and convex risk measures for portfolios introduced by Burgert and Rüschendorf (Insur Math Econ 38:289–297, 2006) or Wei and Hu (Stat Probab Lett 90:114–120, 2014) are stated. Finally, applications to the multi-period coherent and convex loss-based risk measures are addressed.

     

Balancing vectors and Gaussian measures of n-dimensional convex bodies

Let ‖·‖ be the Euclidean norm on R ⁿ and γ_n the (standard) Gaussian measure on R ⁿ with density (2π)^−n/2e. It is proved that there is a numerical constant c>0 with the following property: if K is an arbitrary convex body in R ⁿ with γ_n(K)≥1/2, then to each sequence u₁,…,u_m∈ R ⁿ with ‖u₁‖,…,‖u_m‖≤c there correspond signs ε₁,…,ε_m=±1 such that ∑^m_i=1ε_iu_i∈K. This improves the well-known result obtained by Spencer [Trans. Amer. Math. Soc. 289 , 679–705 (1985)] for the n-dimensional cube. © 1998 John Wiley & Sons, Inc. Random Struct. Alg., 12: 351–360, 1998     

The egalitarian solution and reduced game properties in convex games

The main purpose of this paper is to axiomatise the egalitarian solution of Dutta and Ray over the class of convex games. The main axioms used are the two reduced game properties due to Davis-Maschler and Hart-Mas Colell. The egalitarian solution is the only solution satisfying either of the two reduced game properties and agreeing with the egalitarian solution on two person games. Moreover, it is also shown that there is no solution satisfying symmetry, individual rationality and a monotonicity condition on two-person games and which simultaneously satisfies both the reduced game properties.     

Aubin cores and bargaining sets for convex cooperative fuzzy games

In this paper, we deal with Aubin cores and bargaining sets in convex cooperative fuzzy games. We first give a simple and direct proof to the well-known result (proved by Branzei et al. (Fuzzy Sets Syst 139:267–281, 2003)) that for a convex cooperative fuzzy game v, its Aubin core C(v) coincides with its crisp core C ^cr (v). We then introduce the concept of bargaining sets for cooperative fuzzy games and prove that for a continuous convex cooperative fuzzy game v, its bargaining set coincides with its Aubin core, which extends a well-known result by Maschler et al. for classical cooperative games to cooperative fuzzy games. We also show that some results proved by Shapley (Int J Game Theory 1:11–26, 1971) for classical decomposable convex cooperative games can be extended to convex cooperative fuzzy games.