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inria-00087029, version 1

Fast computation of the leastcore and prenucleolus of cooperative games

J. Frederic Bonnans () a, 1, Matthieu Andre b, 2

(2006)

Résumé : The computation of leastcore and prenucleolus is an efficient way of allocating a common resource among $N$ players. It has, however, the drawback being a linear programming problem with $2^N-2$ constraints. In this paper we show how, in the case of convex production games, generate constraints by solving small size linear programming problems, with both continuous and integer variables. The approach is extended to games with symmetries (identical players), and to games with partially continuous coalitions. We also study the computation of prenucleolus, and display encouraging numerical results.

  • a –  INRIA
  • b –  GDF Direction de la Recherche
  • 1 :  SYDOCO (INRIA Rocquencourt)
  • INRIA
  • 2 :  Pôle SO [GDF]
  • GDF
  • Domaine : Mathématiques/Optimisation et contrôle
  • Mots-clés : Cooperative games – coalitions – constraint generation – decomposition – convex production games – symmetric games – aggregate players – nucleolus
  • Versions disponibles :  v1 (21-07-2006) v2 (01-08-2006)
 
  • inria-00087029, version 1
  • http://hal.inria.fr/inria-00087029
  • oai:hal.inria.fr:inria-00087029
  • Contributeur : J. Frederic Bonnans <>
  • Soumis le : Vendredi 21 Juillet 2006, 08:58:11
  • Dernière modification le : Vendredi 21 Juillet 2006, 10:59:13