The Shapley Value of Cooperative Game with Stochastic Payoffs

摘要：

　　In this paper,we consider cooperative game with stochastic payoffs and give the definition of the Shapley value for it,which is obtained by extending the classical case.Then we provide explicit expression for the Shapley value of the cooperative game with stochastic payoffs,and discuss its existence and uniqueness.Finally,the properties of the Shapley value of convex cooperative game with stochastic payoffs are investigated.

关键词： cooperative game convexity stochastic payoffs Shapley value

作者: Cheng-Guo E Quan-Lin Li Shi-Yong Li

作者单位: School of Economics and Management,Yanshan University,Qinhuangdao 066004,China;Liren College,Yanshan School of Economics and Management,Yanshan University,Qinhuangdao 066004,China

会议类型: 国际会议

会议名称: 第26届中国控制与决策会议(2014 CCDC)

会议地点: 长沙

会议语种:英文

页码: 1717-1722

在线出版日期: 2014-05-31（万方平台首次上网日期，不代表论文的发表时间）