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Computing the NTU-Shapley value of NTU-games defined by multiple objective linear programs

Author

Listed:
  • Kim Allan Andersen

    (Department of Operations Research, University of Aarhus, building 530, Ny Munkegade, DK-8000 århus C, Denmark)

  • Mikael Lind

    (Department of Operations Research, University of Aarhus, building 530, Ny Munkegade, DK-8000 århus C, Denmark)

Abstract

In this paper we study a class of cooperative games with non-transferable utility (NTU) derived from multiple objective linear programs (MOLP's). This is done in order to introduce the NTU-Shapley value as a solution to multiple objective linear programming. We present an algorithm for the computation of the set of all NTU-Shapley values for the bicriterion cases, which is based on the simplex algorithm. Furthermore, we give a new optimal recursive procedure for the computation of the Shapley value of TU-games.

Suggested Citation

  • Kim Allan Andersen & Mikael Lind, 1999. "Computing the NTU-Shapley value of NTU-games defined by multiple objective linear programs," International Journal of Game Theory, Springer;Game Theory Society, vol. 28(4), pages 585-597.
    • Handle: RePEc:spr:jogath:v:28:y:1999:i:4:p:585-597
    Note: Received: September 1997/Final version: May 1999
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