Confidence intervals for the shapley-shubik power index in Markovian games

Avrachenkov, Konstantin; Cottatellucci, Laura; Maggi, Lorenzo
Dynamic Games and Applications, Special Issue on Dynamic Games for Networks, March 2013, ISSN: 2153-0793

We consider simple Markovian games, in which several states succeed each other over time, following an exogenous discrete-time Markov chain. In each state, a different simple static game is played by the same set of players. We investigate the approximation of the Shapley-Shubik power index in simple Markovian games (SSM). We prove that an exponential number of queries on coalition values is necessary for any deterministic algorithm even to approximate SSM with polynomial accuracy. Motivated by this, we propose and study three randomized approaches to compute a confidence interval for SSM. They rest upon two different assumptions, static and dynamic, about the process through which the estimator agent learns the coalition values. Such approaches can also be utilized to compute confidence intervals for the Shapley value in any Markovian game. The proposed methods require a number of queries, which is polynomial in the number of players in order to achieve a polynomial accuracy.


DOI
HAL
Type:
Journal
Date:
2013-03-31
Department:
Systèmes de Communication
Eurecom Ref:
3980
Copyright:
© Springer. Personal use of this material is permitted. The definitive version of this paper was published in Dynamic Games and Applications, Special Issue on Dynamic Games for Networks, March 2013, ISSN: 2153-0793
and is available at : http://dx.doi.org/10.1007/s13235-013-0079-6

PERMALINK : https://www.eurecom.fr/publication/3980