基于随机支付的合作博弈分析

Analysis of cooperation game with random payoff

在确定性支付的合作博弈中,Shapley值以其优良的特性在合作博弈分配解中占据着非常重要的作用,但现实生活中更多情形下的支付是不确定的,参与人要在这种情形下作出选择.因此,基于Shapley值的表述公式,构建基于随机支付的合作博弈模型,构造边际值和转换值两个合作解,并举例说明随机支付情形下两个解不再相等.最后,给出了两个解相等的一个博弈子类.

In certain payoff condition,shapley value plays a highly important role in cooperation game allocation solution with its fine characteristic.In real life,the participator should make a decision under the condition of uncertainty payoff.Based on the equivalent formulation of Shapley value,the cooperation game model with random payoff is constructed,and both solution concepts are introduced which are the marginal value and the divided value.An example illustrates that both solution need not be equal,and a subclass of games is presented on which both solution coincide.