Bondareva–Shapley theorem

DefinitionCore allocation#✓fully proved

A payoff vector \(x \colon N \to \mathbb{R}\) is a core allocation of a cooperative game \(v\) on a finite set \(N\) of players if it is efficient, \(\sum_{i \in N} x_i = v(N)\), and coalitionally rational, \(v(S) \le \sum_{i \in S} x_i\) for every coalition \(S \subseteq N\).

def IsCoreAllocation (v : CoopGame Player) (x : Player → ℝ) : Prop :=
  (∑ i : Player, x i = v.charFun Set.univ) ∧
    ∀ S : Finset Player, v.charFun (S : Set Player) ≤ ∑ i ∈ S, x i
Uses 1 · Used by 1

DefinitionBalanced cooperative game#✓fully proved

A cooperative game \(v\) on a finite set \(N\) of players is balanced if for every family of real weights \((\lambda_S)_{S \subseteq N}\) with \(\lambda_S \ge 0\) for every coalition \(S \subseteq N\) and \(\sum_{S \subseteq N,\, i \in S} \lambda_S = 1\) for every player \(i \in N\), one has \(\sum_{S \subseteq N} \lambda_S \, v(S) \le v(N)\).

def IsBalanced (v : CoopGame Player) : Prop :=
  ∀ lam : Finset Player → ℝ,
    (∀ S, 0 ≤ lam S) →
    (∀ i : Player, ∑ S ∈ (Finset.univ.filter fun S => i ∈ S), lam S = 1) →
    ∑ S : Finset Player, lam S * v.charFun (S : Set Player) ≤ v.charFun Set.univ
Uses 1 · Used by 1

TheoremBondareva–Shapley theorem#✓fully proved

Let \(v\) be a cooperative game with transferable utility on a finite set \(N\) of players. Then \(v\) has a core allocation \(x \colon N \to \mathbb{R}\), that is, the core of \(v\) is nonempty, if and only if \(v\) is balanced.

theorem bondareva_shapley
    {Player : Type*} [Fintype Player] [DecidableEq Player]
    (v : CoopGame Player) :
    (∃ x : Player → ℝ, IsCoreAllocation v x) ↔ IsBalanced v
Sources
  • O. N. Bondareva, Probl. Kibernet. 10 (1963), 119-139; L. S. Shapley, Naval Res. Log. Quart. 14 (1967), 453-460, DOI 10.1002/nav.3800140404.
Uses 3
3 fully proved

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