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Uncertainty of the Shapley Value

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Author Info
Vladislav Kargin (Cornerstone Research)

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Abstract

This paper introduces a measure of uncertainty in the determination of the Shapley value, illustrates it with examples, and studies some of its properties. The introduced measure of uncertainty quantifies random variations in a player's marginal contribution during the bargaining process. The measure is symmetric with respect to exchangeable substitutions in the players, equal to zero for dummy player, and convex in the game argument. The measure is illustrated by several examples of abstract games and an example from epidemiology.

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File URL: http://129.3.20.41/eps/game/papers/0309/0309003.pdf
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Publisher Info
Paper provided by EconWPA in its series Game Theory and Information with number 0309003.

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Length: 12 pages
Date of creation: 04 Sep 2003
Date of revision:
Handle: RePEc:wpa:wuwpga:0309003

Note: Type of Document - pdf; prepared on IBM PC ; pages: 12
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Web page: http://129.3.20.41

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Related research
Keywords: Shapley Value; game theory;

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Find related papers by JEL classification:
C71 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Cooperative Games

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References listed on IDEAS
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  1. Hart, Sergiu & Mas-Colell, Andreu, 1996. "Bargaining and Value," Econometrica, Econometric Society, vol. 64(2), pages 357-80, March. [Downloadable!] (restricted)
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Cited by:
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  1. Stefano Moretti & Fioravante Patrone, 2008. "Transversality of the Shapley value," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 16(1), pages 1-41, July. [Downloadable!] (restricted)
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