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Multilinear Extensions of Games

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  • Guillermo Owen

    (Rice University)

Abstract

The multilinear extension of an n-person game v is a function defined on the n-cube I N which is linear in each variable and which coincides with v at the conrners of the cube, satisfying f(x) = v({i | x i = 1}). Multilinear extensions are useful as a help in computing the values of large games, and give a generalization of the Shapley value.

Suggested Citation

  • Guillermo Owen, 1972. "Multilinear Extensions of Games," Management Science, INFORMS, vol. 18(5-Part-2), pages 64-79, January.
  • Handle: RePEc:inm:ormnsc:v:18:y:1972:i:5-part-2:p:64-79
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    File URL: http://dx.doi.org/10.1287/mnsc.18.5.64
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