Time consistent cooperative solutions for multistage games with vector payoffs

被引：11

作者：

Kuzyutin, Denis ^{[1
,2
]}

Nikitina, Mariya ^{[2
]}

机构：

[1] St Petersburg State Univ, St Petersburg, Russia

[2] Natl Res Univ, HSE, St Petersburg, Russia

来源：

OPERATIONS RESEARCH LETTERS | 2017年 / 45卷 / 03期

关键词：

Multicriteria game; Dynamic game; Time consistency; Shapley value; Cooperative solution; SHAPLEY VALUE; EQUILIBRIA;

D O I：

10.1016/j.orl.2017.04.004

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：

To ensure sustainable cooperation in multistage games with vector payoffs we use the payment schedule based approach. The main dynamic properties of cooperative solutions used in single-criterion multistage games are extended to multicriteria games. We design two recurrent payment schedules that satisfy such advantageous properties as the efficiency and the time consistency conditions, non-negativity and irrational behavior proofness. (C) 2017 Elsevier B.V. All rights reserved.

引用

页码：269 / 274

页数：6

共 50 条

[1] Subgame consistent solutions for a class of cooperative stochastic differential games with nontransferable payoffs
Yeung, David W. K.
Petrosyan, Leon
Yeung, Patricia Melody
[J]. ADVANCES IN DYNAMIC GAME THEORY: NUMERICAL METHODS, ALGORITHMS, AND APPLICATIONS TO ECOLOGY AND ECONOMICS, 2007, 9 : 153 - +
[2] Consistent solutions for cooperative games with externalities
Huang, CY
Sjöström, T
[J]. GAMES AND ECONOMIC BEHAVIOR, 2003, 43 (02) : 196 - 213
[3] GAMES WITH VECTOR PAYOFFS
CORLEY, HW
[J]. JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 1985, 47 (04) : 491 - 498
[4] Cooperative games with stochastic payoffs
Suijs, J
Borm, P
De Waegenaere, A
Tijs, S
[J]. EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 1999, 113 (01) : 193 - 205
[5] On the time-consistency of the Nash equilibrium in multistage games with discount payoffs
Petrosjan, LA
[J]. ZEITSCHRIFT FUR ANGEWANDTE MATHEMATIK UND MECHANIK, 1996, 76 : 535 - 536
[6] Subgame Consistent Solutions of a Cooperative Stochastic Differential Game with Nontransferable Payoffs
D.W.K. Yeung
L.A. Petrosyan
[J]. Journal of Optimization Theory and Applications, 2005, 124 : 701 - 724
[7] A Note on Strategic Stability of Cooperative Solutions for Multistage Games
Wang, Lei
Liu, Cui
Xue, Juan
Gao, Hongwei
[J]. DISCRETE DYNAMICS IN NATURE AND SOCIETY, 2018, 2018
[8] Subgame consistent solutions of a cooperative stochastic differential game with nontransferable payoffs
Yeung, DWK
Petrosyan, LA
[J]. JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2005, 124 (03) : 701 - 724
[9] Strongly Time-Consistent Core in Multistage Games
Bulgakova, Maria
Petrosyan, Leon
[J]. 2017 CONSTRUCTIVE NONSMOOTH ANALYSIS AND RELATED TOPICS (DEDICATED TO THE MEMORY OF V.F. DEMYANOV) (CNSA), 2017, : 55 - 58
[10] On three Shapley-like solutions for cooperative games with random payoffs
Judith Timmer
Peter Borm
Stef Tijs
[J]. International Journal of Game Theory, 2004, 32 : 595 - 613

← 1 2 3 4 5 →