Shapley value
Shapley value
Shapley value
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1.1. A VALUE FOR N-PERSON GAMES(L.S.SHAPLEY 1952) 2<br />
• AXIOM1 For each π ∈ Π(U), φ πi [πv] = φ i [v].<br />
• AXIOM2 For each carrier N of v, ∑ N φ i[v] = v(N).<br />
• AXIOM3 For any two games v and w, φ[v + w] = φ[v] + φ[w].<br />
Lemma 1.5. If N is a finite carrier of v then for i /∈ N φ i [v] = 0.<br />
Proof. Take i /∈ N. Both N and N ∪ {i} are carriers of v and<br />
v(N) = v(N ∪ {i}). Hence φ i [v] = 0 by Axiom 2 ( ∑ ∑<br />
N φ i[v] =<br />
N∪{i} φ i[v])<br />
Definition 1.6. For given a set R ⊂ N define a function v R :<br />
v R = { 1 if S ⊇ R<br />
0 if S R.<br />
• cv R is game where c > 0, and then R is a carrier.<br />
• r, s, n... = ♯(R), ♯(S), ♯(N)...<br />
Lemma 1.7. For c > 0, 0 < r < ∞, we have<br />
φ i [cv R ] = {<br />
c/r if i ∈ R<br />
0 if i /∈ R.<br />
Proof. Take i, j ∈ R and choose π ∈ Π(U) s.t. π(R) = R and<br />
π(i) = j. Then πv R = v R by Axiom 1 φ j [cv R ] = φ i [cv R ] (φ j [cv R ] =<br />
φ πi [πcv R ]) by Axiom 2. c = cv R (R) = ∑ j∈R φ j[cv R ] = rφ i [cv R ]<br />
Lemma 1.8. Any game with finite carrier is a linear combination<br />
of symmetric games v R :<br />
v =<br />
∑<br />
c R (v)v R ,<br />
R⊆N,R≠∅<br />
where N is any finite carrier of v the coefficients are independent of<br />
N, and are given by<br />
c R (v) = ∑ T ⊆R(−1) r−t v(T ) (0 < r < ∞).<br />
Proof. If S ⊆ N then v(S) = ∑ R⊆N c R(v)v R = ∑ R⊆S c R(v) =<br />
∑<br />
R⊆S<br />
∑T ⊆R (−1)r−t v(T ) = ∑ ( )<br />
T ⊆S [∑ s s − t<br />
r=t<br />
]v(T ) = v(S).<br />
r − t<br />
In general we have v(S) = v(S ∩ N) = ∑ R⊆N c R(v)v R (S ⋂ ∑<br />
N) =<br />
R⊆N c R(v)v R (S).