The Shapley Value of Cooperative Game with Stochastic Payoffs
作者单位：School of Economics and ManagementYanshan University Liren CollegeYanshan University
会议名称：《第26届中国控制与决策会议》
会议日期：2014年
学科分类：02[经济学] 0201[经济学-理论经济学] 020101[经济学-政治经济学]
基 金：supported by the National Nature Science Foundation of China(No.71271187) the Natural Science Foundation of Hebei Province(No.A2012203125,No.F2013203136) the Program of Qinhuangdao Federation of Humanities and Social Sciences Circles(No.201306239) the Scientific and Technological Research Program of Qinhuangdao(No.2012025A085)
关 键 词：cooperative game convexity stochastic payoffs Shapley value
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.