Method and system for approximating value functions for cooperative games
First Claim
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1. A method for approximating a value function for players in a cooperative game based on a large number of players representing an allocation problem, comprising:
- selecting a measure of precision;
determining a desired precision for approximated player values;
selecting a collection of orderings from a set of possible permutations of player orderings;
computing at least one intermediate value function based on coalitional worths generated for each selected ordering;
computing, periodically, a precision of approximations of values for players to determine if more player orderings should be generated to obtain a more precise estimate of values for players;
computing a final value approximation for determining allocations to players when a desired degree of precision is reached or a selected computational limit is exceeded; and
outputting said final value approximation to a display or a computer module for further processing.
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Abstract
A method and system for approximating a value functions for cooperative games. The method and system include approximating value functions for large cooperative games. The method and the system may be applicable to other types of value function problems such as those found in engineering, finance and other disciplines.
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Citations
12 Claims
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1. A method for approximating a value function for players in a cooperative game based on a large number of players representing an allocation problem, comprising:
- selecting a measure of precision;
determining a desired precision for approximated player values;
selecting a collection of orderings from a set of possible permutations of player orderings;
computing at least one intermediate value function based on coalitional worths generated for each selected ordering;
computing, periodically, a precision of approximations of values for players to determine if more player orderings should be generated to obtain a more precise estimate of values for players;
computing a final value approximation for determining allocations to players when a desired degree of precision is reached or a selected computational limit is exceeded; and
outputting said final value approximation to a display or a computer module for further processing. - View Dependent Claims (2, 3, 4, 5, 6)
- selecting a measure of precision;
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7. A method for approximating the proportional value for players in a cooperative game based on a large number of players comprising:
- selecting a collection of orderings from a set of possible permutations of player orderings;
computing weighted marginal contributions for at least one ordering of players and one player in that ordering;
determining allocations to players in the cooperative game; and
outputting said allocations to a display or a computer module for further processing. - View Dependent Claims (8, 9, 10, 11, 12)
- selecting a collection of orderings from a set of possible permutations of player orderings;
Specification