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JOURNALS // Matematicheskaya Teoriya Igr i Ee Prilozheniya // Archive

Mat. Teor. Igr Pril., 2021 Volume 13, Issue 1, Pages 5–27 (Mi mgta273)

Nonadditive integration and some solutions of cooperative games

Valery A. Vasil'evab

a Sobolev Institute of Mathematics, Siberian Branch of RAS, Novosibirsk
b Novosibirsk State University

Abstract: In the paper, we propose three schemes of nonadditive integration based on several extensions of nonadditive set function and integrand to the appropriate symmetric power of the original measurable space. A survey on the integral representation of some classic objects of the cooperative game theory, derived by nonadditive integration, is given. A universal approach for investigation of both finite and infinite games is developed. We pay a particular attention to the Shapley value, Owen multilinear extension, and support function of the core of a convex cooperative game.

Keywords: nonadditive integration, polynomial cooperative game, Shapley functional, generalized Owen extension, support function of the core.

UDC: 519.83
BBK: 22.18

Received: 20.10.2020
Revised: 28.01.2021
Accepted: 09.03.2021



© Steklov Math. Inst. of RAS, 2024