MONTE CARLO ALGORITHM FOR CALCULATING THE SHAPLEY VALUES OF MINIMUM COST SPANNING TREE GAMES

Abstract

In this paper, we address a Monte Carlo algorithm for calculating the Shapley values of minimum cost spanning tree games. We provide tighter upper and lower bounds for the marginal cost vector and improve a previous study’s lower bound on the number of permutations required for the output of the algorithm to achieve a given accuracy with a given probability. In addition, we present computational experiments for estimating the lower bound on the number of permutations required by the Monte Carlo algorithm.