Nonadditive integration and some solutions of cooperative games

Abstract

In the paper, we propose three schemes of nonadditive integration based on several extensions of nonadditive set function and integrand to the appropriate symmetric power of the original measurable space. A survey on the integral representation of some classic objects of the cooperative game theory, derived by nonadditive integration, is given. A universal approach for investigation of both finite and infinite games is developed. We pay a particular attention to the Shapley value, Owen multilinear extension, and support function of the core of a convex cooperative game.