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

Kim Allan Andersen () and Mikael Lind ()
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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

International Journal of Game Theory, 1999, vol. 28, issue 4, 585-597

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.

Keywords: MOLP; ·; NTU-Shapley; value; ·; NTU-games (search for similar items in EconPapers)
Date: 1999-12-15
Note: Received: September 1997/Final version: May 1999
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