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Linear Transforms, Values and Least Square Approximation for Cooperation Systems

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Abstract

We study linear properties of TU-games, revisiting well-known issues like interaction transforms, the inverse Shapley value problem and the concept of semivalues and least square values. We embed TU-games into the model of cooperation systems and influence patterns, which allows us to introduce linear operators on games in a natural way. We focus on transforms, which are linear invertible maps, relate them to bases and investigate many examples (Möbius transform, interaction transform, walsh transform, etc.). In particular, we present a simple solution to the inverse problem in its general form: Given a linear value ? and a game v, find all games v?such that ?(v) = ?(v?). Generalizing Hart and Mas-Colell's concept of a potential, we introduce general potentials and show that every linear value is induced by an appropriate potential. We furthermore develop a general theory of allocations with a quadratic optimality criterion under linear constraints, obtaining results of Charnes et al., and Ruiz et al., and others as special cases. We prove that this class of allocations coincides exactly with the class of all linear values

Suggested Citation

  • Ulrich Faigle & Michel Grabisch, 2014. "Linear Transforms, Values and Least Square Approximation for Cooperation Systems," Documents de travail du Centre d'Economie de la Sorbonne 14010, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Handle: RePEc:mse:cesdoc:14010
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    References listed on IDEAS

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    1. Luis Ruiz & Federico Valenciano & José Zarzuelo, 1998. "Some new results on least square values for TU games," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 6(1), pages 139-158, June.
    2. Marichal, Jean-Luc & Mathonet, Pierre, 2011. "Weighted Banzhaf power and interaction indexes through weighted approximations of games," European Journal of Operational Research, Elsevier, vol. 211(2), pages 352-358, June.
    3. Michel Grabisch & Jean-Luc Marichal & Marc Roubens, 2000. "Equivalent Representations of Set Functions," Mathematics of Operations Research, INFORMS, vol. 25(2), pages 157-178, May.
    4. Guillermo Owen, 1972. "Multilinear Extensions of Games," Management Science, INFORMS, vol. 18(5-Part-2), pages 64-79, January.
    5. Irinel Dragan, 2006. "The least square values and the shapley value for cooperative TU games," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 14(1), pages 61-73, June.
    6. Marc Roubens & Michel Grabisch, 1999. "An axiomatic approach to the concept of interaction among players in cooperative games," International Journal of Game Theory, Springer;Game Theory Society, vol. 28(4), pages 547-565.
    7. Hart, Sergiu & Mas-Colell, Andreu, 1989. "Potential, Value, and Consistency," Econometrica, Econometric Society, vol. 57(3), pages 589-614, May.
    8. Ruiz, Luis M. & Valenciano, Federico & Zarzuelo, Jose M., 1998. "The Family of Least Square Values for Transferable Utility Games," Games and Economic Behavior, Elsevier, vol. 24(1-2), pages 109-130, July.
    9. Monderer, Dov & Shapley, Lloyd S., 1996. "Potential Games," Games and Economic Behavior, Elsevier, vol. 14(1), pages 124-143, May.
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    Cited by:

    1. Michel Grabisch, 2015. "Fuzzy Measures and Integrals: Recent Developments," Post-Print hal-01302377, HAL.
    2. Michel Grabisch, 2015. "Bases and transforms of set functions," Post-Print halshs-01169287, HAL.
    3. Sylvain Béal & Eric Rémila & Philippe Solal, 2014. "Veto players, the kernel of the Shapley value and its characterization," Working Papers hal-01377927, HAL.

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    More about this item

    Keywords

    Cooperation system; cooperative game; basis; transform; inverse problem; potential; linear value; semivalue;
    All these keywords.

    JEL classification:

    • C71 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Cooperative Games

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