Dynamic Games and Applications Confidence intervals for the Shapley-Shubik power index in Markovian games

We consider simple Markovian games, in which several states succeed each other over time, following an exogenous discrete-time Markov chain. In each state, a different simple static game is played by the same set of players. We investigate the approximation of the Shapley--Shubik power index in simple Markovian games (SSM). We prove that an exponential number of queries on coalition values is necessary for any deterministic algorithm even to approximate SSM with polynomial accuracy. Motivated by this, we propose and study three randomized approaches to compute a confidence interval for SSM. They rest upon two different assumptions, static and dynamic, about the process through which the estimator agent learns the coalition values. Such approaches can also be utilized to compute confidence intervals for the Shapley value in any Markovian game. The proposed methods require a number of queries which is polynomial in the number of players in order to achieve a polynomial accuracy. Suggested Reviewers: Response to Reviewers: Answer to Reviewer #1: We thank Reviewer #1 for bringing such interesting references to our attention. Following his/her remarks, after Theorem 2 we briefly discuss the state-of-the-art of the complexity of the computation of Shapley-Shubik index for weighted voting games. Answer to Reviewer #2: We implemented the change recommended by Reviewer #2 in Table 2. Powered by Editorial Manager® and Preprint Manager® from Aries Systems Corporation Dynamic Games and Applications manuscript No. (will be inserted by the editor) Confidence intervals for the Shapley–Shubik power index in Markovian games Konstantin Avrachenkov · Laura Cottatellucci ·