A polynomial time algorithm for computing the nucleolus for a class of disjunctive games with a permission structure

Recently, applications of cooperative game theory to economic allocation problems have gained popularity. In many such allocation problems there is some hierarchical ordering of the players. In this paper we consider a class of games with a permission structure describing situations in which players in a cooperative TU-game are hierarchically ordered in the sense that there are players that need permission from other players before they are allowed to cooperate. The corresponding restricted game takes account of the limited cooperation possibilities by assigning to every coalition the worth of its largest feasible subset. In this paper we provide a polynomial time algorithm for computing the nucleolus of the restricted games corresponding to a class of games with a permission structure which economic applications include auction games, dual airport games, dual polluted river games and information market games.     

An axiomatization of the disjunctive permission value for games with a permission structure

Players that participate in acooperative game with transferable utilities are assumed to be part of apermission structure being a hierarchical organization in which there are players that need permission from other players before they can cooperate. Thus a permission structure limits the possibilities of coalition formation. Various assumptions can be made about how a permission structure affects the cooperation possibilities. In this paper we consider thedisjunctive approach in which it is assumed that each player needs permission from at least one of his predecessors before he can act. We provide an axiomatic characterization of thedisjunctive permission value being theShapley value of a modified game in which we take account of the limited cooperation possibilities.     

Games with a permission structure - A survey on generalizations and applications

In the field of cooperative games with restricted cooperation, various restrictions on coalition formation are studied. The most studied restrictions are those that arise from restricted communication and hierarchies. This survey discusses several models of hierarchy restrictions and their relation with communication restrictions. In the literature, there are results on game properties, Harsanyi dividends, core stability, and various solutions that generalize existing solutions for TU-games. In this survey, we mainly focus on axiomatizations of the Shapley value in different models of games with a hierarchically structured player set, and their applications. Not only do these axiomatizations provide insight in the Shapley value for these models, but also by considering the types of axioms that characterize the Shapley value, we learn more about different network structures. A central model of games with hierarchies is that of games with a permission structure where players in a cooperative transferable utility game are part of a permission structure in the sense that there are players that need permission from other players before they are allowed to cooperate. This permission structure is represented by a directed graph. Generalizations of this model are, for example, games on antimatroids, and games with a local permission structure. Besides discussing these generalizations, we briefly discuss some applications, in particular auction games and hierarchically structured firms.     

Axiomatizations of Banzhaf permission values for games with a permission structure

In games with a permission structure it is assumed that players in a cooperative transferable utility game are hierarchically ordered in the sense that there are players that need permission from other players before they are allowed to cooperate. We provide axiomatic characterizations of Banzhaf permission values being solutions that are obtained by applying the Banzhaf value to modified TU-games. In these characterizations we use power- and player split neutrality properties. These properties state that splitting a player’s authority and/or contribution over two players does not change the sum of their payoffs.     

The Myerson Value and Superfluous Supports in Union Stable Systems

In this paper, the set of feasible coalitions in a cooperative game is given by a union stable system. Well-known examples of such systems are communication situations and permission structures. Two games associated with a game on a union stable system are the restricted game (on the set of players in the game) and the conference game (on the set of supports of the system). We define two types of superfluous support property through these two games and provide new characterizations for the Myerson value. Finally, we analyze inheritance of properties between the restricted game and the conference game.     

On the balancedness of multiple machine sequencing games

This paper takes a game theoretical approach to sequencing situations with m parallel and identical machines. We show that in a cooperative environment cooperative m-sequencing games, which involve n players, give rise to m-machine games, which involve m players. Here, n corresponds to the number of jobs in an m-sequencing situation, and m corresponds to the number of machines in the same m-sequencing situation. We prove that an m-sequencing game is balanced if and only if the corresponding m-machine game is balanced. Furthermore, it is shown that m-sequencing games are balanced if m∈{1,2}. Finally, if m⩾3, balancedness is established for two special classes of m-sequencing games. Furthermore, we consider a special class of m-sequencing situations in a noncooperative setting and show that a transfer payments scheme exists that is both incentive compatible and budget balanced.     

Hierarchical organization structures and constraints on coalition formation

This paper studies the constraints in coalition formation that result from a hierarchical organization structure on the class of players in a cooperative game with transferable utilities. If one assumes that the superiors of a certain individual have to give permission to the actions undertaken by the individual, then one arrives at a limited collection of formable orautonomous coalitions. This resulting collection is a lattice of subsets on the player set. We show that if the collection of formable coalitions is limited to a lattice, the core allows for (infinite) exploitation of subordinates. For discerning lattices we are able to generalize the results of Weber (1988), namely the core is a subset of the convex hull of the collection of all attainable marginal contribution vectors plus a fixed cone. This relation is an equality if and only if the game is convex. This extends the results of Shapley (1971) and Ichiishi (1981).     

Finding the nucleolus of the vehicle routing game with time windows

Computing the nucleolus is recognized as an equitable solution to cooperative n person cost games, such as a vehicle routing game (VRG). Computing the nucleolus of a VRG, however, has been limited to small-sized benchmark instances with no more than 25 players, because of the computation time required to solve the NP-hard separation problem. To reduce computation time, we develop an enumerative algorithm that computes the nucleolus of the VRG with time windows (VRGTW) in the case of the non-empty core. Numerical simulations demonstrate the ability of the proposed algorithm to compute the nucleolus of benchmark instances with up to 100 players.     

全对策的边际贡献值

全对策是定义在局中人集合的所有分划集上的一类特殊合作对策.本文在效用可转移情形下研究全对策的"值"问题.定义了全对策的边际贡献值,得出全对策的Shapley值,以及具有某些性质的值是边际贡献值,并给出两种边际贡献值的具体表达式,及其一些性质.     

合作博弈的粒子群算法求解

随着局中人人数的增加,利用传统的“占优”方法和“估值”方法进行合作博弈求解无论从逻辑上还是计算上都变得非常困难。针对此问题,将合作博弈的求解看作是局中人遵照有效性和个体理性提出分配方案,并按照一定规则不断迭代调整直至所有方案趋向一致的过程。依据该思路,对合作博弈粒子群算法模型进行构建,确定适应度函数,设置速度公式中的参数。通过算例分析,利用粒子群算法收敛快、精度高、容易实现的特点,可以迅速得到合作博弈的唯一分配值,这为求解合作博弈提供了新的方法和工具。     

Constrained core solutions for totally positive games with ordered players

In many applications of cooperative game theory to economic allocation problems, such as river-, polluted river- and sequencing games, the game is totally positive (i.e., all dividends are nonnegative), and there is some ordering on the set of the players. A totally positive game has a nonempty core. In this paper we introduce constrained core solutions for totally positive games with ordered players which assign to every such a game a subset of the core. These solutions are based on the distribution of dividends taking into account the hierarchical ordering of the players. The Harsanyi constrained core of a totally positive game with ordered players is a subset of the core of the game and contains the Shapley value. For special orderings it coincides with the core or the Shapley value. The selectope constrained core is defined for acyclic orderings and yields a subset of the Harsanyi constrained core. We provide a characterization for both solutions.     

Rankings and values for team games

In this article we attack several problems that arise when a group of individuals is organized in several teams with equal number of players in each one (e.g., for company work, in sports leagues, etc). We define a team game as a cooperative game v that can have non-zero values only on coalitions of a given cardinality; it is further shown that, for such games, there is essentially a unique ranking among the players. We also study the way the ranking changes after one or more players retire. Also, we characterize axiomatically different ways of ranking the players that intervene in a cooperative game.     

A dynamic solution in N-person cooperative game theory

We formulate a cooperative game as an extended form game in which each player in turn proposes payoffs to a coalition over M steps. Payoffs at time t are discounted by a penalty function f(t). If all players in a coalition agree to their payoffs, they receive them. Under a convergence hypothesis verified by computer for three players in many cases, we compute the payoffs resulting from a coalition pattern and give necessary conditions for particular patterns. The resulting solution is related to the Nash bargaining solution and the competitive solution.     

Potentials and reduced games for share functions

A value function for cooperative games with transferable utility assigns to every game a distribution of the payoffs. A value function is efficient if for every such a game it exactly distributes the worth that can be obtained by all players cooperating together. An approach to efficiently allocate the worth of the ‘grand coalition’ is using share functions which assign to every game a vector whose components sum up to one. Every component of this vector is the corresponding players’ share in the total payoff that is to be distributed. In this paper we give characterizations of a class of share functions containing the Shapley share function and the Banzhaf share function using generalizations of potentials and of Hart and Mas-Colell's reduced game property.     

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     

The nucleolus and kernel for simple games or special valid inequalities for 0–1 linear integer programs

An equivalence between simplen-person cooperative games and linear integer programs in 0–1 variables is presented and in particular the nucleolus and kernel are shown to be special valid inequalities of the corresponding 0–1 program. In the special case of weighted majority games, corresponding to knapsack inequalities, we show a further class of games for which the nucleolus is a representation of the game, and develop a single test to show when payoff vectors giving identical amounts or zero to each player are in the kernel. Finally we give an algorithm for computing the nucleolus which has been used successfully on weighted majority games with over twenty players.     

Two noncooperative games between a coalition and its surrounding in a class of n-person games with constant sum

A cooperative game engendered by a noncooperative n-person game (the master game) in which any subset of n players may form a coalition playing an antagonistic game against the residual players (the surrounding) that has a (Nash equilibrium) solution, is considered, along with another noncooperative game in which both a coalition and its surrounding try to maximize their gains that also possesses a Nash equilibrium solution. It is shown that if the master game is the one with constant sum, the sets of Nash equilibrium strategies in both above-mentioned noncooperative games (in which a coalition plays with (against) its surrounding) coincide.     

Games on fuzzy communication structures with Choquet players

Myerson (1977) used graph-theoretic ideas to analyze cooperation structures in games. In his model, he considered the players in a cooperative game as vertices of a graph, which undirected edges defined their communication possibilities. He modified the initial games taking into account the graph and he established a fair allocation rule based on applying the Shapley value to the modified game. Now, we consider a fuzzy graph to introduce leveled communications. In this paper players play in a particular cooperative way: they are always interested first in the biggest feasible coalition and second in the greatest level (Choquet players). We propose a modified game for this situation and a rule of the Myerson kind.     

基于个人超出值的模糊联盟合作博弈最小二乘预核仁

本文给出了基于个人超出值的无限模糊联盟合作博弈最小二乘预核仁的求解模型,得到该模型的显式解析解,并研究该解的若干重要性质。证明了:本文给出的无限模糊联盟合作博弈的最小二乘预核仁与基于个人超出值的相等解(The equalizer solution),基于个人超出值的字典序解三者相等。进一步证明了:基于Owen线性多维扩展的无限模糊联盟合作博弈的最小二乘预核仁与基于个人超出值的经典合作博弈最小二乘预核仁相等。最后,通过数值实例说明本文提出的无限模糊联盟合作博弈求解模型的实用性与有效性。     

The core and the Weber set of games on augmenting systems

This paper deals with cooperative games in which only certain coalitions are allowed to form. There have been previous models developed to confront the problem of unallowable coalitions. Games restricted by a communication graph were introduced by Myerson and Owen. In their model, the feasible coalitions are those that induce connected subgraphs. Another type of model is introduced in Gilles, Owen and van den Brink. In their model, the possibilities of coalition formation are determined by the positions of the players in a so-called permission structure. Faigle proposed a general model for cooperative games defined on lattice structures. In this paper, the restrictions to the cooperation are given by a combinatorial structure called augmenting system which generalizes antimatroid structure and the system of connected subgraphs of a graph. In this framework, the core and the Weber set of games on augmenting systems are introduced and it is proved that monotone convex games have a non-empty core. Moreover, we obtain a characterization of the convexity of these games in terms of the core of the game and the Weber set of the extended game.