Cooperation Enforcing in Multistage Multicriteria Game: New Algorithm and Its Implementation

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Abstract

To enforce the long-term cooperation in a multistage multicriteria game we use the imputation distribution procedure (IDP) based approach. We mainly focus on such useful properties of the IDP like “reward immediately after the move” assumption, time consistency inequality, efficiency and non-negativity constraint. To overcome the problem of negative payments along the optimal cooperative trajectory the novel refined A-incremental IDP is designed. We establish the properties of the proposed A-incremental payment schedule and provide an illustrative example to clarify how the algorithm works.

Original languageEnglish
Title of host publicationFrontiers of Dynamic Games
Subtitle of host publicationGame Theory and Management, St. Petersburg, 2019
EditorsLeon A. Petrosyan, Vladimir V. Mazalov, Nikolay A. Zenkevich
PublisherBirkhäuser Verlag AG
Pages141-159
Number of pages19
ISBN (Electronic)978-3-030-51941-4
ISBN (Print)978-3-030-51940-7
DOIs
StatePublished - 2020

Publication series

NameStatic and Dynamic Game Theory: Foundations and Applications
ISSN (Print)2363-8516
ISSN (Electronic)2363-8524

Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty
  • Applied Mathematics

Keywords

  • Cooperative solution
  • Dynamic game
  • Imputation distribution procedure
  • Multicriteria game
  • Multistage game
  • Shapley value
  • Time consistency

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