Graphs and (levels of) cooperation in games: Two ways how to allocate the surplus

We analyze surplus allocation problems where cooperation between agents is restricted both by a communication graph and by a sequence of embedded partitions of the agent set. For this type of problem, we define and characterize two new values extending the Shapley value and the Banzhaf value, respectively. Our results enable the axiomatic comparison between the two values and provide some basic insights for the analysis of fair resource allocation in today's fully integrated societies

The proportional partitional Shapley value

A new coalitional value is proposed under the hypothesis of isolated unions. The main difference between this value and the Aumann–Drèze value is that the allocations within each union are not given by the Shapley value of the restricted game but proportionally to the Shapley value of the original game. Axiomatic characterizations of the new value, examples illustrating its application and a comparative discussion are provided.Peer ReviewedPostprint (author’s final draft

Optimization and Allocation in Some Decision Problems with Several Agents or with Stochastic Elements

Programa Oficial de Doutoramento en Estatística e Investigación Operativa. 5017V01[Abstract] This dissertation addresses sorne decision problems that arise in project management, cooperative game theory and vehicle route optimization. We start with the problem of allocating the delay costs of a project. In a stochastic context in which we assume that activity durations are random variables, we propose and study an allocation rule based on the Shapley value. In addition, we present an R package that allows a comprehensive control of the project, including the new rule. We propose and characterize new egalitarian solutions in the context of cooperative games with a coalitional structure. Also, using a necessary player property we introduce a new value for cooperative games, which we later extend and characterize within the framework of cooperative games with a coalitional structure. Finally, we present a two-step algorithm for solving multi-compartment vehicle route problems with stochastic demands. This algorithm obtains an initial solution through a constructive heuristic and then uses a tabu search to improve the solution. Using real data, we evaluate the performance of the algorithm.[Resumo] Nesta memoria abórdanse diversos problemas de decisión que xorden na xestión de proxectos, na teoría de xogos cooperativos e na optimización de rutas de vehículos. Empezamos estudando o problema da repartición dos custos de demora nun proxecto. Nun contexto estocástico no que supoñemos que as duracións das actividades son variables aleatorias, propoñemos e estudamos unha regra de repartición baseada no valor de Shapley. Ademais, presentamos un paquete de R que permite un control integral do proxecto, incluíndo a nova regra de repartición. A continuación, propoñemos e caracterizamos axiomaticamente novas solucións igualitarias no contexto dos xogos cooperativos cunha estrutura coalicional. E introducimos un novo valor, utilizando unha propiedade de xogadores necesarios, para xogos cooperativos, que posteriormente estendemos e caracterizamos dentro do marco dos xogos cooperativos cunha estrutura coalicional. Por último, presentamos un algoritmo en dous pasos para resolver problemas de rutas de vehículos con multi-compartimentos e demandas estocásticas. Este algoritmo obtén unha solución inicial mediante unha heurística construtiva e, a continuación, utiliza unha búsqueda tabú para mellorar a solución. Utilizando datos reais, levamos a cabo unha análise do comportamento do algoritmo.[Resumen] En esta memoria se abordan diversos problemas de decisión que surgen en la gestión de proyectos, en la teoría de juegos cooperativos y en la optimización de rutas de vehículos. Empezamos estudiando el problema del reparto de los costes de demora en un proyecto. En un contexto estocástico en el que suponemos que las duraciones de las actividades son variables aleatorias, proponemos y estudiamos una regla de reparto basada en el valor de Shapley. Además, presentamos un paquete de R que permite un control integral del proyecto, incluyendo la nueva regla de reparto. A continuación, proponemos y caracterizamos axiomáticamente nuevas soluciones igualitarias en el contexto de los juegos cooperativos con una estructura coalicional. E introducimos un nuevo valor, utilizando una propiedad de jugadores necesarios, para juegos cooperativos, que posteriormente extendemos y caracterizamos dentro del marco de los juegos cooperativos con una estructura coalicional. Por último, presentamos un algoritmo en dos pasos para resolver problemas de rutas de vehículos con multi-compartimentos y demandas estocásticas. Este algoritmo obtiene una solución inicial mediante una heurística constructiva y, a continuación, utiliza una búsqueda tabú para mejorar la solución. Utilizando datos reales, llevamos a cabo un análisis del comportamiento del algoritmo

Games with Graph Restricted Communication and Levels Structure of Cooperation

We analyze surplus allocation problems where cooperation between agents is restricted both by a communication graph and by a sequence of embedded partitions of the agent set. For this type of problem, we define and characterize two new vàlues extending the Shapley value and the Banzhaf value respectively. Our results enable the axiomatic comparison between the two values and provide some basic insights for the analysis of fair resource allocation in nowadays fully integrated societies

Essays on Cooperative Games with Restricted Cooperation and Simple Games

In this dissertation we propose and characterize new values for cooperative games with restricted cooperation and simple games. In each of the studied models parallel characterizations of different values are proposed to ease the comparison among them

Complementary cooperation, minimal winning coalitions, and power indices

We introduce a new simple game, which is referred to as the complementary weighted multiple majority game (C-WMMG for short). C-WMMG models a basic cooperation rule, the complementary cooperation rule, and can be taken as a sister model of the famous weighted majority game (WMG for short). In this paper, we concentrate on the two dimensional C-WMMG. An interesting property of this case is that there are at most $n+1$ minimal winning coalitions (MWC for short), and they can be enumerated in time $O(n\log n)$, where $n$ is the number of players. This property guarantees that the two dimensional C-WMMG is more handleable than WMG. In particular, we prove that the main power indices, i.e. the Shapley-Shubik index, the Penrose-Banzhaf index, the Holler-Packel index, and the Deegan-Packel index, are all polynomially computable. To make a comparison with WMG, we know that it may have exponentially many MWCs, and none of the four power indices is polynomially computable (unless P=NP). Still for the two dimensional case, we show that local monotonicity holds for all of the four power indices. In WMG, this property is possessed by the Shapley-Shubik index and the Penrose-Banzhaf index, but not by the Holler-Packel index or the Deegan-Packel index. Since our model fits very well the cooperation and competition in team sports, we hope that it can be potentially applied in measuring the values of players in team sports, say help people give more objective ranking of NBA players and select MVPs, and consequently bring new insights into contest theory and the more general field of sports economics. It may also provide some interesting enlightenments into the design of non-additive voting mechanisms. Last but not least, the threshold version of C-WMMG is a generalization of WMG, and natural variants of it are closely related with the famous airport game and the stable marriage/roommates problem.Comment: 60 page

Solutions for cooperative games with restricted coalition formation and almost core allocations

The thesis focuses on cooperative games with transferable utility and incorporates two topics: Solutions for TU-games with restricted coalition formation and the stability of the grand coalition. Chapters 3 is devoted to a new solution for cooperative games with coalition structures, called the α-egalitarian Owen value, and this coalitional value is characterized by three approaches. Firstly, we provide two axiomatizations by introducing the α-indemnificatory null player axiom, and the (intra) coalitional quasi-balanced contributions axiom. Secondly, we characterize the coalitional value by introducing an α-guarantee potential function. Finally, the coalitional value is implemented by a punishment-reward bidding mechanism. In Chapter 4, we continue to work with TU-games restricted by coalition structures and propose a coalitional value called the two-step Shapley-solidarity value. A procedural interpretation is provided for this coalitional value, and we introduce a new axiom called the coalitional A-null player axiom to axiomatize the value based on additivity. Moreover, two other axiomatizations on the basis of quasi-balanced contributions for the grand coalition are also provided. In Chapter 5, we focus on cooperative games with communication structures and provide efficient extensions of the Myerson value (Myerson, 1977). The idea lies in introducing the Shapley payoffs of the underlying game as players' claims to derive a graph-induced bankruptcy problem. Then, two efficient extensions of the Myerson value are achieved through bankruptcy rules, including the CEA rule and the CEL rule (Aumann &amp; Maschler, 1985).Moreover, corresponding axiomatizations are also provided.Chapter 6 proceeds with studying the stability of the grand coalition for cost TU-games by addressing an optimization problem to maximize the total shareable cost over what we called the almost core. We analyze the computational complexity of this optimization problem, in relation to the computational complexity of related problems for the core. In particular, we consider a special class of games, i.e., the minimum cost spanning tree games. We show that maximizing the total shareable costs over the (non-negative) almost core is NP-hard for mcst games, and we provide a tight 2-approximation algorithm for this almost core optimization problem with the additional non-negative constraint. <br/

A POWER INDEX BASED FRAMEWORKFOR FEATURE SELECTION PROBLEMS

One of the most challenging tasks in the Machine Learning context is the feature selection. It consists in selecting the best set of features to use in the training and prediction processes. There are several benefits from pruning the set of actually operational features: the consequent reduction of the computation time, often a better quality of the prediction, the possibility to use less data to create a good predictor. In its most common form, the problem is called single-view feature selection problem, to distinguish it from the feature selection task in Multi-view learning. In the latter, each view corresponds to a set of features and one would like to enact feature selection on each view, subject to some global constraints. A related problem in the context of Multi-View Learning, is Feature Partitioning: it consists in splitting the set of features of a single large view into two or more views so that it becomes possible to create a good predictor based on each view. In this case, the best features must be distributed between the views, each view should contain synergistic features, while features that interfere disruptively must be placed in different views. In the semi-supervised multi-view task known as Co-training, one requires also that each predictor trained on an individual view is able to teach something to the other views: in classification tasks for instance, one view should learn to classify unlabelled examples based on the guess provided by the other views. There are several ways to address these problems. A set of techniques is inspired by Coalitional Game Theory. Such theory defines several useful concepts, among which two are of high practical importance: the concept of power index and the concept of interaction index. When used in the context of feature selection, they take the following meaning: the power index is a (context-dependent) synthesis measure of the prediction\u2019s capability of a feature, the interaction index is a (context-dependent) synthesis measure of the interaction (constructive/disruptive interference) between two features: it can be used to quantify how the collaboration between two features enhances their prediction capabilities. An important point is that the powerindex of a feature is different from the predicting power of the feature in isolation: it takes into account, by a suitable averaging, the context, i.e. the fact that the feature is acting, together with other features, to train a model. Similarly, the interaction index between two features takes into account the context, by suitably averaging the interaction with all the other features. In this work we address both the single-view and the multi-view problems as follows. The single-view feature selection problem, is formalized as the problem of maximization of a pseudo-boolean function, i.e. a real valued set function (that maps sets of features into a performance metric). Since one has to enact a search over (a considerable portion of) the Boolean lattice (without any special guarantees, except, perhaps, positivity) the problem is in general NP-hard. We address the problem producing candidate maximum coalitions through the selection of the subset of features characterized by the highest power indices and using the coalition to approximate the actual maximum. Although the exact computation of the power indices is an exponential task, the estimates of the power indices for the purposes of the present problem can be achieved in polynomial time. The multi-view feature selection problem is formalized as the generalization of the above set-up to the case of multi-variable pseudo-boolean functions. The multi-view splitting problem is formalized instead as the problem of maximization of a real function defined over the partition lattice. Also this problem is typically NP-hard. However, candidate solutions can be found by suitably partitioning the top power-index features and keeping in different views the pairs of features that are less interactive or negatively interactive. The sum of the power indices of the participating features can be used to approximate the prediction capability of the view (i.e. they can be used as a proxy for the predicting power). The sum of the feature pair interactivity across views can be used as proxy for the orthogonality of the views. Also the capability of a view to pass information (to teach) to other views, within a co-training procedure can benefit from the use of power indices based on a suitable definition of information transfer (a set of features { a coalition { classifies examples that are subsequently used in the training of a second set of features). As to the feature selection task, not only we demonstrate the use of state of the art power index concepts (e.g. Shapley Value and Banzhaf along the 2lines described above Value), but we define new power indices, within the more general class of probabilistic power indices, that contains the Shapley and the Banzhaf Values as special cases. Since the number of features to select is often a predefined parameter of the problem, we also introduce some novel power indices, namely k-Power Index (and its specializations k-Shapley Value, k-Banzhaf Value): they help selecting the features in a more efficient way. For the feature partitioning, we use the more general class of probabilistic interaction indices that contains the Shapley and Banzhaf Interaction Indices as members. We also address the problem of evaluating the teaching ability of a view, introducing a suitable teaching capability index. The last contribution of the present work consists in comparing the Game Theory approach to the classical Greedy Forward Selection approach for feature selection. In the latter the candidate is obtained by aggregating one feature at time to the current maximal coalition, by choosing always the feature with the maximal marginal contribution. In this case we show that in typical cases the two methods are complementary, and that when used in conjunction they reduce one another error in the estimate of the maximum value. Moreover, the approach based on game theory has two advantages: it samples the space of all possible features\u2019 subsets, while the greedy algorithm scans a selected subspace excluding totally the rest of it, and it is able, for each feature, to assign a score that describes a context-aware measure of importance in the prediction process