Результаты исследований: Научные публикации в периодических изданиях › статья › Рецензирование
New characteristic function for multistage dynamic games. / Pankratova, Y. B.; Petrosyan, L. A.
в: ВЕСТНИК САНКТ-ПЕТЕРБУРГСКОГО УНИВЕРСИТЕТА. ПРИКЛАДНАЯ МАТЕМАТИКА. ИНФОРМАТИКА. ПРОЦЕССЫ УПРАВЛЕНИЯ, Том 14, № 4, 2018, стр. 316-324.Результаты исследований: Научные публикации в периодических изданиях › статья › Рецензирование
}
TY - JOUR
T1 - New characteristic function for multistage dynamic games
AU - Pankratova, Y. B.
AU - Petrosyan, L. A.
PY - 2018
Y1 - 2018
N2 - The finite stage dynamic n-person games with transferable payoffs are considered. The cooperative version of the game is defined, and a new approach for constructing characteristic functions in multistage games based on characteristic functions defined in stage games is proposed. It is proved that the values of this new characteristic function dominate the values of characteristic function constructed using the min-max approach. This allows constructing the subcore of the classical core in the multistage game under consideration and guarantees that this new approach leads to time-consistent (works L. Petrosyan, G. Zaccour, 2003; L. Petrosyan, 1991) and in some cases strongly time-consistent solutions (paper L. Petrosyan, 1993). The example is provided showing the construction of this newly defined characteristic function and the time-consistency and strong time-consistency of the core.
AB - The finite stage dynamic n-person games with transferable payoffs are considered. The cooperative version of the game is defined, and a new approach for constructing characteristic functions in multistage games based on characteristic functions defined in stage games is proposed. It is proved that the values of this new characteristic function dominate the values of characteristic function constructed using the min-max approach. This allows constructing the subcore of the classical core in the multistage game under consideration and guarantees that this new approach leads to time-consistent (works L. Petrosyan, G. Zaccour, 2003; L. Petrosyan, 1991) and in some cases strongly time-consistent solutions (paper L. Petrosyan, 1993). The example is provided showing the construction of this newly defined characteristic function and the time-consistency and strong time-consistency of the core.
KW - multistage game
KW - characteristic function
KW - time-consistency
KW - strongly time-consistency
U2 - 10.21638/11702/spbu10.2018.404
DO - 10.21638/11702/spbu10.2018.404
M3 - статья
VL - 14
SP - 316
EP - 324
JO - ВЕСТНИК САНКТ-ПЕТЕРБУРГСКОГО УНИВЕРСИТЕТА. ПРИКЛАДНАЯ МАТЕМАТИКА. ИНФОРМАТИКА. ПРОЦЕССЫ УПРАВЛЕНИЯ
JF - ВЕСТНИК САНКТ-ПЕТЕРБУРГСКОГО УНИВЕРСИТЕТА. ПРИКЛАДНАЯ МАТЕМАТИКА. ИНФОРМАТИКА. ПРОЦЕССЫ УПРАВЛЕНИЯ
SN - 1811-9905
IS - 4
ER -
ID: 39797398