Standard

Long-term implementation of the cooperative solution in a multistage multicriteria game. / Kuzyutin, Denis; Smirnova, Nadezhda; Gromova, Ekaterina.

в: Operations Research Perspectives, Том 6, 100107, 01.01.2019.

Результаты исследований: Научные публикации в периодических изданиях › статья › Рецензирование

Harvard

Kuzyutin, D, Smirnova, N & Gromova, E 2019, 'Long-term implementation of the cooperative solution in a multistage multicriteria game', Operations Research Perspectives, Том. 6, 100107. https://doi.org/10.1016/j.orp.2019.100107

APA

Kuzyutin, D., Smirnova, N., & Gromova, E. (2019). Long-term implementation of the cooperative solution in a multistage multicriteria game. Operations Research Perspectives, 6, [100107]. https://doi.org/10.1016/j.orp.2019.100107

Vancouver

Kuzyutin D, Smirnova N, Gromova E. Long-term implementation of the cooperative solution in a multistage multicriteria game. Operations Research Perspectives. 2019 Янв. 1;6. 100107. https://doi.org/10.1016/j.orp.2019.100107

Author

Kuzyutin, Denis ; Smirnova, Nadezhda ; Gromova, Ekaterina. / Long-term implementation of the cooperative solution in a multistage multicriteria game. в: Operations Research Perspectives. 2019 ; Том 6.

BibTeX

@article{7af557e53fd344758601c4a8548f759e,
title = "Long-term implementation of the cooperative solution in a multistage multicriteria game",
abstract = "In order to find an optimal and time consistent cooperative path in multicriteria multistage game the minimal sum of relative deviations rule is introduced. Using this rule one can construct a vector-valued characteristic function that is weakly superadditive. The sustainability of the cooperative agreement is ensured by using an imputation distribution procedure (IDP) based approach. We formulate the conditions an IDP should satisfy to guarantee that the core is strongly time consistent (STC). Namely, if the imputation distribution procedure for the Shapley value satisfies the efficiency condition, the strict balance condition and the strong irrational-behavior-proof condition, given that the Shapley value belongs to the core of each subgame along the cooperative path, it can be used as a “supporting imputation” which guarantees that the whole core is STC. We discuss three payment schedules and check whether they can be used as supporting imputation distribution procedures for the considered multicriteria game.",
keywords = "Cooperative solution, Dynamic game, Multicriteria game, Multiple criteria decision making, Shapley value, Strong time consistency, CORE, EQUILIBRIA, CONSISTENT SHAPLEY VALUE, DIFFERENTIAL-GAMES",
author = "Denis Kuzyutin and Nadezhda Smirnova and Ekaterina Gromova",
year = "2019",
month = jan,
day = "1",
doi = "10.1016/j.orp.2019.100107",
language = "English",
volume = "6",
journal = "Operations Research Perspectives",
issn = "2214-7160",
publisher = "Elsevier",

}

RIS

TY - JOUR

T1 - Long-term implementation of the cooperative solution in a multistage multicriteria game

AU - Kuzyutin, Denis

AU - Smirnova, Nadezhda

AU - Gromova, Ekaterina

PY - 2019/1/1

Y1 - 2019/1/1

N2 - In order to find an optimal and time consistent cooperative path in multicriteria multistage game the minimal sum of relative deviations rule is introduced. Using this rule one can construct a vector-valued characteristic function that is weakly superadditive. The sustainability of the cooperative agreement is ensured by using an imputation distribution procedure (IDP) based approach. We formulate the conditions an IDP should satisfy to guarantee that the core is strongly time consistent (STC). Namely, if the imputation distribution procedure for the Shapley value satisfies the efficiency condition, the strict balance condition and the strong irrational-behavior-proof condition, given that the Shapley value belongs to the core of each subgame along the cooperative path, it can be used as a “supporting imputation” which guarantees that the whole core is STC. We discuss three payment schedules and check whether they can be used as supporting imputation distribution procedures for the considered multicriteria game.

AB - In order to find an optimal and time consistent cooperative path in multicriteria multistage game the minimal sum of relative deviations rule is introduced. Using this rule one can construct a vector-valued characteristic function that is weakly superadditive. The sustainability of the cooperative agreement is ensured by using an imputation distribution procedure (IDP) based approach. We formulate the conditions an IDP should satisfy to guarantee that the core is strongly time consistent (STC). Namely, if the imputation distribution procedure for the Shapley value satisfies the efficiency condition, the strict balance condition and the strong irrational-behavior-proof condition, given that the Shapley value belongs to the core of each subgame along the cooperative path, it can be used as a “supporting imputation” which guarantees that the whole core is STC. We discuss three payment schedules and check whether they can be used as supporting imputation distribution procedures for the considered multicriteria game.

KW - Cooperative solution

KW - Dynamic game

KW - Multicriteria game

KW - Multiple criteria decision making

KW - Shapley value

KW - Strong time consistency

KW - CORE

KW - EQUILIBRIA

KW - CONSISTENT SHAPLEY VALUE

KW - DIFFERENTIAL-GAMES

UR - http://www.scopus.com/inward/record.url?scp=85063662511&partnerID=8YFLogxK

U2 - 10.1016/j.orp.2019.100107

DO - 10.1016/j.orp.2019.100107

M3 - Article

AN - SCOPUS:85063662511

VL - 6

JO - Operations Research Perspectives

JF - Operations Research Perspectives

SN - 2214-7160

M1 - 100107

ER -

ID: 41101921