DOI

A new strongly time-consistent (dynamically stable) optimality principle is proposed in a cooperative differential game. This is done by constructing a special subset of the core of the game. It is proposed to consider this subset as a new optimality principle. The construction is based on the introduction of a function V^ that dominates the values of the classical characteristic function in coalitions. Suppose that V (S, x¯ (τ), T −τ) is the value of the classical characteristic function computed in the subgame with initial conditions x¯ (τ), T −τ on the cooperative trajectory. Define V^(S;X0,T−t0)=maxt0≤τ≤TV(S;x∗(τ),T−τ)V(N;X∗(τ),T−τ)V(N;x0,T−t0) Using this function, we construct an analog of the classical core. It is proved that the constructed core is a subset of the classical core; thus, we can consider it as a new optimality principle. It is also proved that the newly constructed optimality principle is strongly time-consistent.

Язык оригиналаАнглийский
Страницы (с-по)137-144
Число страниц8
ЖурналProceedings of the Steklov Institute of Mathematics
Том301
DOI
СостояниеОпубликовано - июл 2018

    Предметные области Scopus

  • Математика (разное)

ID: 32849925