Dynamic Bargaining and Time-Consistency in Linear-State and Homogeneous Linear-Quadratic Cooperative Differential Games

被引：0
|
作者：
Marin-Solano, Jesus [1 ,2 ]
机构：
[1] Univ Barcelona, Dept Mutemat Econom Financera & Actuarial, Avinguda Diagonal 690, Barcelona 08034, Spain
[2] Univ Barcelona, BEAT, Barcelona 08034, Spain
来源：
INTERNATIONAL GAME THEORY REVIEW | 2021年 / 23卷 / 04期
关键词：
Cooperative differential games; asymmetric players; time-consistency; dynamic bargaining; linear-state games; linear-quadratic games; EQUILIBRIA;
D O I：
10.1142/S0219198922500037
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
Three different solution concepts are reviewed and computed for linear-state and homogeneous linear-quadratic cooperative differential games with asymmetric players. Discount rates can be nonconstant and/or different. Special attention is paid to the issues of time-consistency, agreeability and subgame-perfectness, both from the viewpoint of sustainability of cooperation and from the credibility of the announced equilibrium strategies.
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页数：24
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