Evaluating groups with the generalized Shapley value

4OR - Tập 17 - Trang 141-172 - 2018
Ramón Flores1, Elisenda Molina2, Juan Tejada3
1Departamento de Geometría y Topología, IMUS-Universidad de Sevilla, Seville, Spain
2Departamento de Estadística, Universidad Carlos III de Madrid, Madrid, Spain
3Departamento de Estadística e Investigación Operativa, Instituto de Matemática Interdisciplinar (IMI), Universidad Complutense de Madrid, Madrid, Spain

Tóm tắt

Following the original interpretation of the Shapley value as a priori evaluation of the prospects of a player in a multi-person interaction situation, we intend to apply the Shapley generalized value (introduced formally in Marichal et al. in Discrete Appl Math 155:26–43, 2007) as a tool for the assessment of a group of players that act as a unit in a coalitional game. We propose an alternative axiomatic characterization which does not use a direct formulation of the classical efficiency property. Relying on this valuation, we also analyze the profitability of a group. We motivate this use of the Shapley generalized value by means of two relevant applications in which it is used as an objective function by a decision maker who is trying to identify an optimal group of agents in a framework in which agents interact and the attained benefit can be modeled by means of a transferable utility game.

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