一种求解合作博弈最公平核心的非精确平行分裂算法

doi:10.15960/j.cnki.issn.1007-6093.2016.02.010

Abstract

Abstract:

In this paper, considering the characteristics of the core and the Shapley value in cooperative game, we transform the fairest core problem into a separable convex optimization problem with two variable. A kind of inexact parallel splitting method is proposed for solving the fairest core by introducing the operator splitting method framework of structured variational inequalities. Furthermore, the proposed method makes full use of the simple closed convexity of the feasible region in the solved problem, and all sub-problems are easy to be solved inexactly. Finally, some numerical results of a simple example indicate the convergence and validity of this method.

Key words: cooperative game, fairest core, variational inequality, inexact parallel splitting method

WANG Siqi, XIE Zheng, DAI Li. A kind of inexact parallel splitting method for solving the fairest core in cooperative game[J]. Operations Research Transactions, doi: 10.15960/j.cnki.issn.1007-6093.2016.02.010.

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A kind of inexact parallel splitting method for solving the fairest core in cooperative game

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