Polynomial calculation of the Shapley value based on sampling |
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| Authors: | Javier Castro,Daniel Gó mez,Juan Tejada |
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| Affiliation: | 1. Dpto. de Estadística e I.O. III, Escuela Universitaria de Estadística, Universidad Complutense de Madrid, Av. Puerta de Hierro s/n, 28040 Madrid, Spain;2. Dpto. de Estadística e I.O. I, Facultad de Ciencias Matemáticas, Universidad Complutense de Madrid, Plaza de Ciencias 3, 28040 Madrid, Spain |
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| Abstract: | In this paper we develop a polynomial method based on sampling theory that can be used to estimate the Shapley value (or any semivalue) for cooperative games. Besides analyzing the complexity problem, we examine some desirable statistical properties of the proposed approach and provide some computational results. |
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| Keywords: | Game theory Shapley value Sampling algorithm |
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