Research output: Contribution to journal › Article › peer-review
Multistage Games with Pairwise Interactions on Complete Graph. / Bulgakova, M. A.; Petrosyan, L. A.
In: Automation and Remote Control, Vol. 81, No. 8, 01.08.2020, p. 1519-1530.Research output: Contribution to journal › Article › peer-review
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TY - JOUR
T1 - Multistage Games with Pairwise Interactions on Complete Graph
AU - Bulgakova, M. A.
AU - Petrosyan, L. A.
N1 - Funding Information: This work was supported by the Russian Science Foundation, project no. 17-11-01079. Publisher Copyright: © 2020, Pleiades Publishing, Inc. Copyright: Copyright 2020 Elsevier B.V., All rights reserved.
PY - 2020/8/1
Y1 - 2020/8/1
N2 - This paper is devoted to multistage games with pairwise interactions. The case of complete graph is considered, the vertices of which are players, and the edges are the connections between them. The characteristic function is introduced and its supermodularity is proved for single-stage game. A new approach for construction of characteristic function of multistage game is proposed, based on the use of values of characteristic functions of single-stage games. On the basis of the newly constructed characteristic function, the optimality principle is introduced, which is an analogue of the core, and its strong time-consistency proved. The work is illustrated by an example.
AB - This paper is devoted to multistage games with pairwise interactions. The case of complete graph is considered, the vertices of which are players, and the edges are the connections between them. The characteristic function is introduced and its supermodularity is proved for single-stage game. A new approach for construction of characteristic function of multistage game is proposed, based on the use of values of characteristic functions of single-stage games. On the basis of the newly constructed characteristic function, the optimality principle is introduced, which is an analogue of the core, and its strong time-consistency proved. The work is illustrated by an example.
KW - characteristic function
KW - cooperative games
KW - multistage games
KW - pairwise interactions
KW - strong time-consistency
UR - http://www.scopus.com/inward/record.url?scp=85091719128&partnerID=8YFLogxK
U2 - 10.1134/S0005117920080135
DO - 10.1134/S0005117920080135
M3 - Article
AN - SCOPUS:85091719128
VL - 81
SP - 1519
EP - 1530
JO - Automation and Remote Control
JF - Automation and Remote Control
SN - 0005-1179
IS - 8
ER -
ID: 70045219