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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 language | English |
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Title of host publication | Mathematical Optimization Theory and Operations Research |
Subtitle of host publication | 19th International Conference, MOTOR 2020, Novosibirsk, Russia, July 6–10, 2020, Proceedings |
Editors | Alexander Kononov, Michael Khachay, Valery A. Kalyagin, Panos Pardalos |
Place of Publication | Cham |
Publisher | Springer Nature |
Pages | 184-199 |
Number of pages | 16 |
ISBN (Electronic) | 9783030499884 |
ISBN (Print) | 9783030499877 |
DOIs | |
State | Published - 29 Jun 2020 |
Event | 19th International Conference on Mathematical Optimization Theory and Operations Research, MOTOR 2020 - Novosibirsk, Russian Federation Duration: 6 Jul 2020 → 10 Jul 2020 |
Name | Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) |
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Volume | 12095 LNCS |
Conference | 19th International Conference on Mathematical Optimization Theory and Operations Research, MOTOR 2020 |
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Country/Territory | Russian Federation |
City | Novosibirsk |
Period | 6/07/20 → 10/07/20 |
ID: 61417196