EURECOM Department of Mobile Communications 2229, route des Crˆ etes B.P. 193 06904 Sophia-Antipolis FRANCE Research Report RR-12-264 Confidence intervals for Shapley value in Markovian dynamic games January 5 th , 2012 Prof. Konstantin AVRACHENKOV Prof. Laura COTTATELLUCCI Lorenzo MAGGI Tel : (+33) 4 93 00 81 00 Fax : (+33) 4 93 00 82 00 Email : k.avrachenkov@sophia.inria.fr, {laura.cottatellucci, lorenzo.maggi}@eurecom.fr, 1 EURECOM’s research is partially supported by its industrial members: BMW Group, Cisco, Monaco Telecom, Orange, SAP, SFR, Sharp, STEricsson, Swisscom, Symantec, Thales.