Published Online:https://doi.org/10.1287/mnsc.18.5.64

The multilinear extension of an n-person game v is a function defined on the n-cube IN which is linear in each variable and which coincides with v at the conrners of the cube, satisfying f(x) = v({ixi = 1}). Multilinear extensions are useful as a help in computing the values of large games, and give a generalization of the Shapley value.

INFORMS site uses cookies to store information on your computer. Some are essential to make our site work; Others help us improve the user experience. By using this site, you consent to the placement of these cookies. Please read our Privacy Statement to learn more.