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Technical Carrier Institute

New York, New York 10001 USA

ymaro221917@live.tcicollege.edu

PO Box 1958 Canal Str. Sta. New York, NY 10013.

Abstract. In this paper we deal with the problem of extending the concept of nucleolus on
fuzzy cooperative games. Has been invented a new definition of pre-nucleolus for fuzzy
cooperative games. We prove that the newly defined pre-nucleolus on the set of classical
cooperative games coincides with the previously existing one. It is proved that for separate
classes of fuzzy games the pre-nucleolus exists and unique. The process of finding the prenucleolus illustrated on an example of a concrete type of fuzzy games.
Keywords: Fuzzy cooperative games; fuzzy coalition; fuzzy prenucleolus.
JEL Classification C71.

________________________________

YEREMIA MAROUTIAN
Technical Carrier Institute
New York, New York 10001 USA
ymaro221917@live.tcicollege.edu

Abstract. In this paper we deal with the problem of extending the concept of nucleolus on
fuzzy cooperative games. Has been described a newly invented definition of pre-nucleolus for
fuzzy cooperative games. We prove that the newly defined pre-nucleolus on the set of classical
cooperative games coincides with the previously existing one. It is proved that for separate
classes of fuzzy games the pre-nucleolus exists and unique. The process of finding the prenucleolus illustrated on an example of a concrete type of fuzzy games.
Keywords: Fuzzy cooperative games; fuzzy coalition; fuzzy pre-nucleolus.
JEL Classification C71.
Introduction.
Let N= {1, 2 n} be the set of all players.
an n-dimensional
(
vector
for each
A cooperative fuzzy game with the
[ ] is the set of all fuzzy coalitions and is the
players set N is a pair (
, where
characteristic function of that game which maps a real number to each fuzzy coalition.
Cooperative fuzzy games reflect type of situations in which for players allowed to take part in
coalitions with different participation level that vary from non-cooperation to full cooperation.
The obtained reward in this type of games defines depending on the level of cooperation. The
participation levels at which each player is involved in cooperation gets described by fuzzy
coalitions.
Aubin (1981), when he first introduced the fuzzy cooperative games in game theory has been
explaining use of fuzzy coalitions by following way. Every player can choose his level of
participation in a coalition and not only whether to participate in it or not. As a justification for
that approach can be considered the individual players reluctance to invest all of available
resources in enterprise where that coalition involved.

Important topic of research for fuzzy cooperative theory is the extension of existing in classical
theory decision concepts on fuzzy games. It is known, that not every concept of classical theory
has its natural counterpart for fuzzy games. At the same time some results in classical
cooperative games allow to be transformed on fuzzy games with of course significant
differences. In this work we aimed to establish an important in classical theory optimality
principle i. e. nucleolus on fuzzy games.

2. Basic definitions and results.


Together with the fuzzy theory of nucleolus we are also going to deal with classical
theory of the same concept. For that reason we need to reproduce here some preliminary
facts that concern to the classical theory of nucleolus. At the end of this paragraph we will
bring the definition of nucleolus for fuzzy cooperative games.
For classical cooperative games D. Schmeidler [1] has defined the nucleolus as an
imputation what is the best in the sense of some
relation.
Let G=<N, > is a classical cooperative game and
({ }

Y ( ) = {x

= (N)}

is the set of all imputations. The nucleolus of the game G consists of the following
imputations:
(
The relation

y for every y

}.

defined as below.

Definition.2.1 For a set


and a characteristic function v, the set (
nucleolus of Y if vectors from ( are minimal in the sense of relation :
(

y for every y

| |

is the

}.

Theorem (D. Schmeidler, 1969) For every nonempty, convex and compact set the
nucleolus exists and consists of only one vector.
Theorem (A. Sobolev, 1976) Let for a game G=<N, > defined a set of payoff vectors as
the following set of pre-imputations:
(

Then the game G has a nonempty pre-nucleolus

for every y

},

which contains only one vector.


For outcomes from X ( ) the condition of individual rationality has been violated. That is
the reason because of what the set of payoff vectors X ( ) is different of the set Y ( ) of
imputations and is not compact as well. Despite of that the statement about existence and
uniqueness for pre-nucleolus continues to remain true.
Fuzz ooper ve g mes possess nf n e number of o
ons B
re son s
impossible to extend this concept on the set of fuzzy cooperative games by using the
approach that based on the idea of lexicographic order. From there arrives a need for a new
definition of pre-nucleolus on fuzzy games. To be valid the needed definition should be
equivalent to the existing one for classical games and at the same time to allow extending
that concept on fuzzy cooperative games.
[

Let ( v is an arbitrary fuzzy game, where


and

] is the set of all fuzzy coalitions

is the characteristic function for that game.


Below we will prove that the newly defined pre-nucleolus coincides with already existing one.
Similar to classical games here too we will consider the set of all only collectively rational
payoff vectors, i. e. pre-imputations:
(

We will inductively define sets X ,

( }

by accepting that
.

For

we will define sets

(3.1)
the following way,
)/ (

[(e (
and sets

)]

(3.2)

for
={

where e(
point and set

(
:

/x = y , for every
(

}
and (

(3.3)
) is the distance between the

(
(
For sets { } rue e fo o ng
some
it is turning out that
set
or otherwise, by increasing

)=
|x

)=

).
|.

hen k increases, does not decrease:


. If for
, then that entails the stabilization of corresponding
does not decrease any more. The set
obtained that

way we will call the pre-nucleolus for fuzzy game (

3. About the pre-nucleolus for classical cooperative games


In this paragraph we will first describe the new definition of pre-nucleolus for classical
cooperative games. For that set of games will be proved that the pre-nucleolus defined both of
the ways coincide.
Let the pair
set of all players and

means a classical cooperative game, where

} is the

is a characteristic function that satisfies to the condition (


First we should pay attention that in case of classical cooperative games relations (3.1) - (3.3)
accept the following view:
(3.4)
X

= argmin
{

max
(

e(S, x)

(3.5)

(3.6)

Because the set 2 s f n e, so after finite number of steps the process of construction of sets
X T will be abrupt. The last set X will contain a unique vector what will coincide with prenucleolus in the sense of its initial definition. Takes place the following lemma:
Lemma 3.1. Let

and
{

if

(
Proof: For a given vector x

( }

(
according to definition we have that

(
Let denote by

Similarly,

( (

(
e(

rgm

( v

( )

(v(

e(

rgm

For the following components of (


(

Let

( (

be an arbitrary coalition. If
(

= (

max ( (

= (

If it takes place the strong inequality then the lemmas statement proved.
takes place only equality. Also we will suppose that for

We will accept now that for all


some

T, T and for every S

( )

( )

<m

where
(

Let consider the excess


(
. If

where
(

<

I.e.

y.

Let now
(
(

T too and
(

, then

( (
(

( (

<

is some coalition:
(

( (

( )

Again, if it takes place the strong inequality, then


y. If for all k take place only equalities
then
what contradicts to the condition of lemma.
Let numbers
the vector ( (

are all of the different values that accept components of

Below we will consider sets B and Y defined following way:


B ={

( ))

for

and (

, if

for

}.

Lemma 3.2. If X
Proof. Let

be an arbitrary coalition. It is clear, that for some


(
According to definition of for every
But then
which means that
.

Lemma 3.3. For all


1=

exist numbers

, and

such that
(3. 7)

Proof. For
e relation (3.7) follows from definitions of sets
n
. Accept it
already has been proved that for some
n X
. According to lemma 2 supposed to take
place the inclusion T
f
be use B
en e s s
su
B
n B

We
nee o prove
now for some
Then will exist se
means, that

en
su
B

e o ns en e of se s
n
Let
n
n
ubse uen
. Which
Because (
according to lemma 3.1,
(

By the other side, as far as S

B so
e(S

From there it follows that


e(S, x)

Further,
(

(
be use
result,

is the first value of e(S, (

that is smaller than

. As a

(
Or otherwise,
(

Which means, that

Let now to prove the opposite inclusion, i.e. if


and
(

, so for every S

too. As far as T

, where m

(
Besides that, for every
S
B

, then

, e(S, x)

(
is remaining to proof that for arbitrary

(
Accept, that for some coalition S

B
(

For coalitions S
For S
And for S

(
(

. Let consider the vector

(
(

From there it follows that for small enough

number and every S

(
(
Which means that the constructed above vector is more preferable than
(
(
(
z
on r
s o ef
s prenu eo us for e g me
Hence, for every
B
suppose o o rue e e u
(
.
But then the equality received would mean that
n
The last inclusion

concludes the proof of our lemma.

Theorem. 3.1There is a number q such that X

Proof. (
for ever
From ere we will have that also (
according to
lemma 3.3. If
contains more than one point then it is obvious that T
Then based on
lemma 3.3 and lemma 3.2, B
and according to lemma 1 we will be able to construct the
next set
The constructed that way last set
will consist of only the pre-nucleolus
(

4.1 Fuzzy games with finite sets of coalitions.


4.1. Let (
is a fuzzy cooperative game, where
is some finite set of fuzzy
coalitions. Below we will prove that in presence of some conditions this type of games possess a
unique pre-nucleolus.
Lemma 4.1 Let X is a convex polytope and is the solution for the next linear programming
problem:

x
.
Then exists a vector

Proof. Let for every

where
vector

such that for every x, y

exists a vector x

su

s the solution of mentioned above linear programming problem. Consider now the

Because of convexity of the set ,

and also

10

for every , which contradicts to the condition that (


minimization problem. So, exists a vector
su

) is the optimal solution for our


for every x

From there, the assertion of lemma 3.4 fo o s

Theorem 4.1 Let (


is a fuzzy game, where is a finite set of fuzzy coalitions that
contains coalitions
(
for arbitrary
Then the game (
possesses
a unique pre-nucleolus.
Proof. We need to prove that after finite number of steps the process of construction of sets
X , will get abrupt and the last set
will consists of a unique point.
The set

is solution for the following minimization problem:

for every
x

The number

(3. 8)

.
(

in the problem (3.8) bounded below. Really, if


(

Summing all these inequalities by i


n

, then for

we will obtain that

( (

).

from where
(

What has been required to prove.


When accepts its minimal value we obtain the solution of our problem:
( )

The corresponding set T is:


T

for ever

11

Further we need to find the


[( (

argmin

what is the same as solving the following minimization problem:

for

The solution
for this problem is a convex politope and the set
strictly contains the set
T
. The same will take place on the following steps too. As far as the set is finite, so
the process of construction of sets
will get abrupt after finite number of steps.
Let now
follow that
theorem.

It is remaining to prove that | |


for arbitrary
T, from where

then from T = T will


. That concludes the proof of our

4.2. Fuzzy games with piece-wise affine characteristic functions


In this paragraph we will prove a theorem about existence and uniqueness of nucleolus for
fuzzy cooperative games with piece-wise affine characteristic functions.
Theorem 4.. Let (T, v) is a fuzzy cooperative game with piece-wise affine characteristic
,
function v. That means, exists a collection of simplexes { } what covers

v( =u ( and
u ( is a linear function and
Then the game (

has a nucleolus that consists of a unique point.

Proof. According to definitions of sets X ,


X = argmin

sup

={

)/ (

[(e (

/x = y , for every x, y

X }

The set X is the solution for the following minimization problem:

(
x

X.

)]

12

Let consider the following linear programming problem:

( )

(
x

Where { } s e se of pe s of s mp e { }. Accept that the pair (


for that problem, where X is a convex politope. It is clear that

is the solution

We will prove that


also is solution for the problem (3.9). For that reason we will need to show
that the inequality v (
o s rue for
en
.
s n rb r r

Let

Because
(

on n is a simplex with peaks

where

. Then

is an affine function on so we will have that

( (

This means that really is a solution for the problem (3.9). So, we will have that X is the
following set:
{ (

According to definition of sets T , for f e


that the product x is constant for every
now
re su
o
ons
if for some numbers
n
,

}.

and every

, what means

Let
n
. From there it will follow that
T, then for every

(
The latter one means that the set
is the intersection of the set of all coalitions
hyperplane and subsequently is a convex set, because of convexity of
Next we will rewrite the definition of

in a different form:
i

[(

e(

)/ (

)]

The set X defined that way is solution for the following maximization problem:

with some

13

for every

(3.10)

As it was in the beginning of the proof besides this problem we also will consider the
corresponding linear programming problem for peaks of simplexes { } that does not belong to
T
:

for every

{ }

(3.10)

The problem (3.10) has a solution because it is a linear programming problem and X
convex polytope. Let denote that solution by (

and prove for

and

is a
{ }

the inequalities
(3.10) remain true. For
For

{ }

{ }

the inequality (3.10) follows from definition of sets

(3.10) is true because for that kind of

the right side of (5) is

equal to 0 and the left side is not negative as far as


Let now

. Accept

is a simplex for what

and

,,

are peaks for that simplex. According to the Karatheodorys theorem:


e

(
(

)+

(
(

(e

The last inequality in the chain above takes place because of convexity of metric (
by the
variable . As a result, we have proved that the solution (
for the problem (3.10) also is
solution for (3.10). From there according to lemma 4.1 exists
such that
and for
arbitrary x X takes place equality in (3.10). Then because
and
so

. As a result to that the dimension of T will increase by at least one. From there
because as we have proved above the sets T are convex, so after finite number of steps T
will coincide with T and the corresponding set X will contain only one point.

4.3. An example for calculation of pre-nucleolus.

14

In the paragraph below we will find the pre-nucleolus for fuzzy game -from one
parameterized class. We will consider game G = < [0, 1]
with the following characteristic
function ( :
(

= min { ,

}, for

It is clear that for this game (1) =1 and

] and

To solve our problem we will start by dividing the square T = [0, 1] on eight triangle subsets
and figure out values of v ( on each one of them. Let denote these subsets by (i =1 8) and
start to describe them.
(1)

={

for

(2)

={

for

(3)

={

={

For

Based on inequalities that define


from there
(
.
(

we obtain that

and

are true the following inequalities:


. From what it follows that

(5)

={

From the definition of

it follows that for

(6)

v(
={

hold true the inequalities:

Analogically to

Further, because

.
,
in this case too

;
So, for

15

,
(7)

={

. i. e.

={

follows that for

On

From inequalities that define

(8)

hold true the following inequalities:


(

. So,

To find sets X and T we need to calculate the following magnitude:


min max

e( , x), where
(

e(

Let now to calculate the magnitude of max e(


max e(

= max (

e(

by the scheme below:

Below we will by turn figure out magnitudes of the following inner maximums:
max

e(

= max

+ x(

max

e(

= max

+ x(

max

e(

= max

+ x(

max

e(

= max

+ x(

max

e(

= max

+ x(

max

e(

= max

+ x(

max

e(

= max

+ x(

16

max

e(

= max

+ x(

{
by subsets , we can

Now, when we already have found all of the values for max e (
switch on calculation of the value for preliminary expression:
min max

e( , x) = min {min

min { min

max e( , x), min

max (x , 1, x), min

max (1, - x , -x)} = min m {

Further, because for x with |x| >1 min |


argmin

max e (

max e( , x)} =

} =1.

max {|x|,1} >1, so from there it is clear that

=[1,-1].

Taking in account that, we together with the definition of the set T will have that T = { }.
Let denote
e = min max

e ( , x) =1.

To find sets X
F ( , x) =

T we need to calculate the magnitude max


(

{|

| |

|}

F ( , x), where

The magnitude of max (


F ( , x) we again will calculate by the subsets
as we did it with the max e ( , x).
(

max

} F(

={

= max (

= max

F(

={

= max (

= max

= max

}=

max

}=

max

the same way

F(

= max (

}=

17
(

max

F(

= max (

={

= max

}=

max

F(

= max (

= max

+(

}=

f
={

mposs b e f

max

F(

= max (

= max

}=

f
={

mpopss b e

max

F(

= max (

= max

= max

}=

f
={

max

F(

= max (

}=

={

By the end we will need to calculate the following magnitude, what will give us the set X
min (
F(

max

F(

= min { min

max

F(

, min

max

}=

=min { min

max[

, x - , - x - , 2x - , ,

min

max [- -2x, -

,
]}=

,-

] }= min { min

], min
[

max[

max [- , +2x,

],

18

=max {

,-

}=-

So, we are obtaining that


X

argmin

] max

F(

=0.

From there it is following that for the pre-nucleolus (


(

of the initial game:

As a conclusion we appreciate for any information on copyright breach regarding these


results.
REFERENCES
[1] SCHMEIDLER D. 1969 The nucleolus of a characteristic function game. SIAM J. OF MATH. 1,
vol. 17, pp. 1163-1170.
[2] SOBOLEV A. 1976.Characterization of the optimality principles in cooperative games by
functional equations. Math Methods in Social Sciences. - Vilnius, pp. 94-151. (In Russian)
[3] AUBIN JP (1981). Cooperative fuzzy games. Math Oper.es 6: 1-13