We consider a class of multistage multicriteria games in extensive form with chance moves where the players cooperate to maximize their expected joint vector payoff. Assuming that the players have agreed to accept the minimal sum of relative deviations rule in order to choose a unique Pareto optimal payoffs vector, we prove the time consistency of the optimal cooperative strategy profile and corresponding optimal bundle of the cooperative trajectories. Then, if the players adopt a vector analogue of the Shapley value as the solution concept, they need to design an appropriate imputation distribution procedure to ensure the sustainability of the achieved cooperative agreement. We provide a generalization of the incremental payment schedule that is applicable for the games with chance moves and satisfies such advantageous properties as the efficiency, strict balance condition and the time consistency property in the whole game. We illustrate our approach with an example of the extensive-form game tree with chance moves.

Original languageEnglish
Title of host publicationMathematical Optimization Theory and Operations Research
Subtitle of host publication19th International Conference, MOTOR 2020, Novosibirsk, Russia, July 6–10, 2020, Proceedings
EditorsAlexander Kononov, Michael Khachay, Valery A. Kalyagin, Panos Pardalos
Place of Publication Cham
PublisherSpringer Nature
Pages184-199
Number of pages16
ISBN (Electronic)9783030499884
ISBN (Print)9783030499877
DOIs
StatePublished - 29 Jun 2020
Event19th International Conference on Mathematical Optimization Theory and Operations Research, MOTOR 2020 - Novosibirsk, Russian Federation
Duration: 6 Jul 202010 Jul 2020

Publication series

NameLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Volume12095 LNCS

Conference

Conference19th International Conference on Mathematical Optimization Theory and Operations Research, MOTOR 2020
Country/TerritoryRussian Federation
CityNovosibirsk
Period6/07/2010/07/20

    Scopus subject areas

  • Theoretical Computer Science
  • Computer Science(all)

    Research areas

  • Chance moves, Cooperative behavior, Multicriteria game, Multistage game, Shapley value, Time consistency

ID: 61417196