On stratified sampling for estimating coalitional values
研究了两种分层抽样方法,分别估计具有先验联盟的TU博弈中的Owen值和Banzhaf–Owen值,分析了理论性质并给出了绝对误差的统计界限,最后在文献中的经典实例上评估了性能。
Abstract This paper addresses two sampling methodologies to respectively estimate the Owen value and the Banzhaf–Owen value for TU-games with a priori unions. Both proposals are based on stratified sampling on the set of those coalitions that are compatible with the system of unions according to their cardinalities. These sampling methodologies are analysed in terms of the theoretical properties and of the establishment of bounds for the absolute error from a statistical point of view. Finally, we evaluate the performance of these tools on several real well-known examples in the literature.