### Abstract

Original language | English |
---|---|

Title of host publication | A time-consistent solution formula for linear-quadratic discrete-time dynamic games with nontransferable payoffs |

Publisher | Издательство Санкт-Петербургского университета |

Pages | 289–299 |

Publication status | Published - 2015 |

### Fingerprint

### Cite this

*A time-consistent solution formula for linear-quadratic discrete-time dynamic games with nontransferable payoffs*(pp. 289–299). Издательство Санкт-Петербургского университета.

}

*A time-consistent solution formula for linear-quadratic discrete-time dynamic games with nontransferable payoffs.*Издательство Санкт-Петербургского университета, pp. 289–299.

**A time-consistent solution formula for linear-quadratic discrete-time dynamic games with nontransferable payoffs.** / Tur, A.V.

Research output › › peer-review

TY - GEN

T1 - A time-consistent solution formula for linear-quadratic discrete-time dynamic games with nontransferable payoffs

AU - Tur, A.V.

PY - 2015

Y1 - 2015

N2 - The solution formula for the payoff distribution procedure of a bargaining problem in a cooperative differential game with nontransferable payoffs that lead to a time consistent outcome is proposed by Leon A. Petrosyan and D. W. K. Yeung (2014). In this paper we study this formula for linear-quadratic discrete-time dynamic games with nontransferable payoffs. Pareto-optimal solution is studied as optimality principle. The time consistency and irrational behavior proof condition of this solution are investigated. As an example the government debt stabilization game is considered.

AB - The solution formula for the payoff distribution procedure of a bargaining problem in a cooperative differential game with nontransferable payoffs that lead to a time consistent outcome is proposed by Leon A. Petrosyan and D. W. K. Yeung (2014). In this paper we study this formula for linear-quadratic discrete-time dynamic games with nontransferable payoffs. Pareto-optimal solution is studied as optimality principle. The time consistency and irrational behavior proof condition of this solution are investigated. As an example the government debt stabilization game is considered.

KW - linear-quadratic games

KW - discrete-time games

KW - games with nontransferable payoffs

KW - Pareto-optimal solution

KW - time consistency

KW - PDP

KW - irrational behavior proof condition

M3 - Conference contribution

SP - 289

EP - 299

BT - A time-consistent solution formula for linear-quadratic discrete-time dynamic games with nontransferable payoffs

PB - Издательство Санкт-Петербургского университета

ER -