Polynomial calculation of the Shapley value based on sampling

被引：284
|
作者：
Castro, Javier [1 ]
Gomez, Daniel [1 ]
Tejada, Juan [2 ]
机构：
[1] Univ Complutense Madrid, Escuela Univ Estadst, Dpto Estadst & IO 3, E-28040 Madrid, Spain
[2] Univ Complutense Madrid, Fac Ciencias Matemat, Dpto Estadst & IO 1, E-28040 Madrid, Spain
来源：
COMPUTERS & OPERATIONS RESEARCH | 2009年 / 36卷 / 05期
关键词：
Game theory; Shapley value; Sampling algorithm;
D O I：
10.1016/j.cor.2008.04.004
中图分类号：
TP39 [计算机的应用];
学科分类号：
081203 ; 0835 ;
摘要：
In this paper we develop a polynomial method based on sampling theory that can be used to estimate the Shapley value (or any semivalue) for cooperative games. Besides analyzing the complexity problem, we examine some desirable statistical properties of the proposed approach and provide some computational results. (C) 2008 Elsevier Ltd. All rights reserved.
引用
收藏
页码：1726 / 1730
页数：5
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