区间合作博弈Shapley值的矩阵计算方法  

Matrix Approach to Calculation of Shapley Value for Interval Cooperative Games

作　　者：李志强 李文鸽 崔春生 LI Zhiqiang;LI Wenge;CUI Chunsheng(School of Mathematics and Information Science,Henan University of Economics and Law,Zhengzhou 450046;School of Computer and Information Engineering,Henan University of Economics and Law,Zhengzhou 450046)

机构地区：[1]河南财经政法大学数学与信息科学学院,郑州450046 [2]河南财经政法大学计算机与信息工程学院,郑州450046

出　　处：《系统科学与数学》2023年第2期342-355,共14页Journal of Systems Science and Mathematical Sciences

基　　金：国家自然科学基金(11872175,62073122);河南省高等学校重点科研项目(20A120003,21A120001.22A880007);河南财经政法大学国家一般项目培育项目,河南财经政法大学青年拔尖人才资助课题。

摘　　要：在合作博弈中,Shapley单点解按照参与者对联盟的边际贡献率对联盟的收益进行分配.联盟收益具有不确定性,往往不能用精确数值表示,更多学者关注特征函数取值为有限区间的合作博弈(区间合作博弈)的收益分配.文章利用矩阵半张量积,研究区间合作博弈中含有折扣因子的Shapley区间值的矩阵计算.首先利用矩阵的半张量积将合作博弈的特征函数表示为矩阵形式,得到特征函数区间矩阵.然后通过构造区间合作博弈Shapley矩阵,将区间合作博弈的Shapley值(区间)计算转化为矩阵形式.最后利用区间合作博弈Shapley值矩阵公式计算分析航空公司供应链联盟收益的Shapley值.文章给出的区间合作博弈Shapley值的矩阵计算公式形式简洁,为区间合作博弈的研究提供了新的思路.In the cooperative game,the Shapley value solution provides the expected marginal income of the largest alliance formed by each player in random ordering.Due to the uncertainty of alliance profits,alliance interests cannot often be expressed by exact values.Thus,more scholars pay attention to the benefits allocation of the interval cooperative game.In this paper,the algebraic formula for the Shapley value of the interval cooperation game with discount factor is provided by using the semi-tensor product of the matrices.Firstly,the characteristic function of interval cooperative game is transformed into its algebraic representation by using the semitensor product of matrices,and the interval characteristic matrix is obtained.Then the Shapley matrix is constructed,and the formula of Shapley value for interval cooperative game is expressed as the product of characteristic function matrix and Shapley matrices.Finally,the formula obtained in this paper is used to calculate the Shapley value of airline supply chain alliance.The matrix form of Shapley value obtained in this paper simplifies the calculation and also provides a new idea for the research of interval cooperative game.

关 键 词：矩阵半张量积 区间合作博弈 SHAPLEY值 区间矩阵 折扣因子 

分 类 号：O225[理学—运筹学与控制论]