Shapley value of n-person prisoner’s dilemma
Grinikh A., Petrosyan L.
Vol. 1864. , IOP Publishing, 2021
, , in : Contributions to Game Theory and Management Volume XII. Vol. XII.: ., 2019. P. 151-158.
A cooperative finite-stage dynamic n-person prisoner's dilemma is considered. The time-consistent subset of the core is proposed. The Shapley value for the stochastic model of the n-person prisoner's dilemma is calculated in explicit form. ...
Added: October 31, 2019
, , , in : 2017 Consrtuctive nonsmooth analysis and related topics (dedicated to the memory of V.F.Demyanov) (CNSA). : IEEE, 2017. P. 178-181.
We use the payment schedule based approach to ensure stable cooperation in multistage games with vector payoffs. ...
Added: December 25, 2017
, , et al., , in : Frontiers of Dynamic Games Game Theory and Management, St. Petersburg, 2019. : Birkhauser/Springer, 2020. Ch. 10. P. 141-159.
To enforce the long-term cooperation in a multistage multicriteria game we use the imputation distribution procedure (IDP) based approach. We mainly focus on such useful properties of the IDP like “reward immediately after the move” assumption, time consistency inequality, efficiency and non-negativity constraint. To overcome the problem of negative payments along the optimal cooperative trajectory ...
Added: January 29, 2021
, , , , in : Mathematical Optimization Theory and Operations Research: Recent Trends: 20th International Conference, MOTOR 2021, Irkutsk, Russia, July 5–10, 2021, Revised Selected Papers. : Cham : Springer, 2021. P. 403-416.
A class of cooperative differential games on networks is considered. It is supposed that players have the possibility to cut connections with neighbors at each time instant of the game. This gives the possibility to compute the values of a characteristic function for each coalition as a joint payoff of players from this coalition without ...
Added: November 1, 2021
, , , , in : Frontiers of Dynamic Games, Game Theory and Management, St. Petersburg, 2018. : Birkhäuser, 2019. P. 85-102.
We deal with multistage multicriteria games in extensive form and employ so-called “A-subgame” concept to examine dynamical properties of some non-cooperative and cooperative solutions. It is proved that if we take into account only the active players at each A-subgame the set of all strong Pareto equilibria is time consistent but does not satisfy dynamical ...
Added: October 5, 2019
, , , , in : Mathematical Optimization Theory and Operations Research, 19th International Conference, MOTOR 2020, Novosibirsk, Russia, July 6–10, 2020, (Т. 12095). : Cham : Springer, 2020. P. 184-199.
We consider a class of multistage multicriteria games in extensive form with chance moves where the players cooperate to maximize their expected joint vector payoff. Assuming that the players have agreed to accept the minimal sum of relative deviations rule in order to choose a unique Pareto optimal payoffs vector, we prove the time consistency ...
Added: October 31, 2020
, , , Proceedings of the Steklov Institute of Mathematics 2021 Vol. 27 No. 3 P. 286-295
In the paper, the differential games on networks with partner sets are considered. The payoffs of a given player depend on his actions and the actions of the players from his partner set. The cooperative version of the game is proposed, and a special type of characteristic function is introduced. It is proved the constructed ...
Added: November 1, 2021
, , , Operations Research Letters 2018 Vol. 46 No. 6 P. 557-562
We use the imputation distribution procedure approach to ensure sustainable cooperation in a multistage game with vector payoffs. In order to choose a particular Pareto optimal and time consistent strategy profile and the corresponding cooperative trajectory we suggest a refined leximin algorithm. Using this algorithm we design a characteristic function for a multistage multicriteria game. Furthermore, we provide sufficient conditions for strong time consistency of the core. ...
Added: November 6, 2018
, , Operations Research Letters 2017 Vol. 45 No. 3 P. 269-274
To ensure sustainable cooperation in multistage games with vector payoffs we use the payment schedule based approach. The main dynamic properties of cooperative solutions used in single-criterion multistage games are extended to multicriteria games. We design two recurrent payment schedules that satisfy such advantageous properties as the efficiency and the time consistency conditions, non-negativity and irrational ...
Added: October 24, 2016
, , International Journal of Market Research 2014 Vol. 56 No. 3 P. 283-296
In this study, nine methods for measuring indirect importance are compared on the basis of their discriminatory power and stability. To the best knowledge of the authors, the stability of results obtained with different methods is assessed for the first time. The deficiencies of an existing criterion for assessing diagnosticity are pointed out and a ...
Added: May 15, 2013
, , , in : Abstracts of the International Conference «Constructive Nonsmooth Analysis and Related Topics» Dedicated to the Memory of Professor V. F. Demyanov. * 2.: St. Petersburg : ВВМ, 2017. P. 202-206.
We use so-called “Imputation Distribution Procedure” approach to sustain long-term cooperation in n-person multicriteria game in extensive form. ...
Added: June 17, 2017
, Automation and Remote Control 2017 Vol. 10 No. 78 P. 1883-1891
В работе исследуется простая модель кооперативной игры патрулирования с коалиционной структурой. Показано, что векторы Шепли, Оуэна и Ауманна-Дрезе в рассматриваемой игре совпадают друг с другом при нечетном количестве патрулирующих. ...
Added: October 14, 2020
, / Kyoto institute of economic research, Kyoto University. Series 896 "KIER Discussion paper series". 2014. No. 896.
This paper provides an example of sole apparentement (coalition) that leads to unlimited seat losses. The necessary and sufficient condition of the lack of successful apparentements is discovered. A precise description of an apparentement-proof set is recognized. The probability of the lack of successful apparentement is evaluated. A game-theoretical approach for apparentement formation is applied. ...
Added: June 20, 2014
Interpretable machine learning for demand modeling with high-dimensional data using Gradient Boosting Machines and Shapley values
, , Journal of Revenue and Pricing Management 2020 No. 19 P. 355-364
Forecasting demand and understanding sales drivers are one of the most important tasks in retail analytics. However, traditionally, linear models and/or models with a small number of predictors have been predominantly used in sales modeling. Taking into account that real-world demand is naturally determined by complex substitution and complementation patterns among a large number of ...
Added: October 31, 2020
, , , in : Ontologies and Concepts in Mind and Machine. 25th International Conference on Conceptual Structures, ICCS 2020. : Springer, 2020. P. 90-102.
Among the family of rule-based classification models, there are classifiers based on conjunctions of binary attributes. For example, the JSM-method of automatic reasoning (named after John Stuart Mill) was formulated as a classification technique in terms of intents of formal concepts as classification hypotheses. These JSM-hypotheses already represent an interpretable model since the respective conjunctions ...
Added: October 30, 2020
, Mathematical Social Sciences 2015 Vol. 74 P. 1-7
This paper studies the incentives for alliance (coalition) formation. It provides an example of an alliance that leads to unlimited seat gains. A full description of a set that guarantees the lack of successful alliance is found. The probability of the lack of successful alliances is evaluated. A game-theoretical approach for alliance formation is applied. ...
Added: January 11, 2015
, , Empirical Studies of the Arts 2016 Vol. 34 No. 2 P. 147-159
Star power is considered to be one of the key drivers of motion picture success. The power of movie directors is another possible, yet controversial, determinant of movie success. However, measuring the power of actors and directors objectively is not an easy task. In this article, we give a detailed description of a fast method ...
Added: September 19, 2016
The Application of Conflict Measure to Estimating Incoherence of Analyst's Forecasts about the Cost of Shares of Russian Companies
, , , Procedia Computer Science 2015 Vol. 55 P. 1113-1122
This paper is devoted to modern approaches to the estimation of external conflict in the theory of evidence based on axioms. The conflict measure is defined on the set of beliefs obtained from several sources of information. It is shown that the conflict measure should be a monotone set function with respect to sets of ...
Added: August 16, 2015
, , , in : Proceedings of the Fifthteenth International Conference on Concept Lattices and Their Applications. Vol. 2668.: CEUR-WS.org, 2020. P. 259-271.
We propose the usage of two power indices from cooperative game theory and public choice theory for ranking attributes of closed sets, namely intents of formal concepts (or closed itemsets). The introduced indices are related to extensional concept stability and based on counting generators, especially those that contain a selected attribute. The introduction of such ...
Added: October 30, 2020
, International Game Theory Review 2016 Vol. 18 No. 2 P. 1-14
Added: November 24, 2017
, , , Frontiers in Neuroinformatics 2016 Vol. 10 No. 51 P. 1-5
We consider the problem of computing the influence of a neuronal structure in a brain network. Abraham et al. (2006) computed this influence by using the Shapley value of a coalitional game corresponding to a directed network as a rating. Kötter et al. (2007) applied this rating to large-scale brain networks, in particular to the macaque visual cortex ...
Added: October 12, 2018
, , Journal of Optimization Theory and Applications 2017 Vol. 172 No. 1 P. 328-347
In this study, a novel approach for defining and computing a solution for a differential game is presented for a case, wherein players do not have complete information about the game structure for the full time interval. At any instant in time, players have certain information about the motion equations and payoff functions for a ...
Added: November 24, 2017
Исследование конфликтности и детерминант точности прогнозов в рекомендациях российских финансовых аналитиков
, , et al., / Высшая школа экономики. Серия WP7 "Математические методы анализа решений в экономике, бизнесе и политике". 2015. № 10.
There is one of the investment strategies on a stock market called a choice of securities including its buying and sale based on financial analysts’ recommendations. The distinguishing characteristic of these recommendations is that in each of it for the same securities there can be different recommendations («Buy», «Sell», «Hold») as well as for one type of recommendations ...
Added: December 2, 2015
, , Journal of Targeting, Measurement and Analysis for Marketing 2012 Vol. 20 No. 3-4 P. 203-211
Measuring indirect importance of various attributes is a very common task in marketing analysis for which researchers use correlation and regression techniques. We have listed and illustrated some common problems with widely used latent importance measures. A more theoretically sound approach - the Shapley Value decomposition - was applied to a rich data set of ...
Added: February 4, 2013