Computing the NTU-Shapley value of NTU-games defined by multiple objective linear programs

In this paper we study a class of cooperative games with non-transferable utility (NTU) derived from multiple objective linear programs (MOLP's). This is done in order to introduce the NTU-Shapley value as a solution to multiple objective linear programming. We present an algorithm for the computation of the set of all NTU-Shapley values for the bicriterion cases, which is based on the simplex algorithm. Furthermore, we give a new optimal recursive procedure for the computation of the Shapley value of TU-games.