Cooperative stochastic games

被引：13
|
作者：
Petrosjan, Leon A. [1 ]
机构：
[1] St Petersburg State Univ, St Petersburg, Russia
来源：
Advances in Dynamic Games: APPLICATIONS TO ECONOMICS, MANAGEMENT SCIENCE, ENGINEERING, AND ENVIRONMENTAL MANAGEMENT | 2006年 / 8卷
关键词：
stochastic game; stage game; behavior strategy; Shapley value; time-consistency;
D O I：
10.1007/0-8176-4501-2_7
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
A cooperative stochastic n-person game on a finite graph tree is considered. The subtree of cooperative trajectories maximizing the sum of expected players' payoffs is defined, and the solution of the game along the paths of this tree is investigated. The new notion of cooperative payoff distribution procedure (CPDP) is defined. and the time-consistent Shapley value is constructed.
引用
收藏
页码：139 / 145
页数：7
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