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https://hdl.handle.net/2183/46082 Estimation of the Owen Value Based on Sampling
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Saavedra-Nieves, A., García-Jurado, I., Fiestras-Janeiro, M.G. (2018). Estimation of the Owen Value Based on Sampling. In: Gil, E., Gil, E., Gil, J., Gil, M. (eds) The Mathematics of the Uncertain. Studies in Systems, Decision and Control, vol 142. Springer, Cham. https://doi.org/10.1007/978-3-319-73848-2_33
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[Abstract]: In this paper we introduce a procedure based on sampling to estimate the Owen value of a cooperative game. It is an adaptation of an analogous procedure for the estimation of the Shapley value, and it is specially useful when dealing with games having large sets of players. We provide some results in order to choose a sample size guaranteeing a bound for the absolute error with a given probability, and illustrate our procedure with an example taken from the game theoretical literature.
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This version of the paper has been accepted for publication, after peer review, but is not the Version of Record and does not reflect post-acceptance improvements, or any corrections. The Version of Record is available online at: https://doi.org/10.1007/978-3-319-73848-2_33.
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© 2018 Springer International Publishing AG. Subject to Springer Nature’s AM terms of use (https://www.springernature.com/gp/open-research/policies/accepted-manuscript-terms).