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On a simplified method of defining characteristic function in stochastic games. / Parilina, Elena; Petrosyan, Leon.
в: Mathematics, Том 8, № 7, 1135, 01.07.2020.Результаты исследований: Научные публикации в периодических изданиях › статья › Рецензирование
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TY - JOUR
T1 - On a simplified method of defining characteristic function in stochastic games
AU - Parilina, Elena
AU - Petrosyan, Leon
N1 - Publisher Copyright: © 2020 by the authors.
PY - 2020/7/1
Y1 - 2020/7/1
N2 - In the paper, we propose a new method of constructing cooperative stochastic game in the form of characteristic function when initially non-cooperative stochastic game is given. The set of states and the set of actions for any player is finite. The construction of the characteristic function is based on a calculation of the maximin values of zero-sum games between a coalition and its anti-coalition for each state of the game. The proposed characteristic function has some advantages in comparison with previously defined characteristic functions for stochastic games. In particular, the advantages include computation simplicity and strong subgame consistency of the core calculated with the values of the new characteristic function.
AB - In the paper, we propose a new method of constructing cooperative stochastic game in the form of characteristic function when initially non-cooperative stochastic game is given. The set of states and the set of actions for any player is finite. The construction of the characteristic function is based on a calculation of the maximin values of zero-sum games between a coalition and its anti-coalition for each state of the game. The proposed characteristic function has some advantages in comparison with previously defined characteristic functions for stochastic games. In particular, the advantages include computation simplicity and strong subgame consistency of the core calculated with the values of the new characteristic function.
KW - Characteristic function
KW - Cooperative stochastic game
KW - Core
KW - Strong subgame consistency
KW - cooperative stochastic game
KW - CORE
KW - core
KW - STABILITY
KW - TIME CONSISTENCY
KW - strong subgame consistency
KW - COOPERATION
KW - characteristic function
UR - http://www.scopus.com/inward/record.url?scp=85087865986&partnerID=8YFLogxK
U2 - 10.3390/math8071135
DO - 10.3390/math8071135
M3 - Article
AN - SCOPUS:85087865986
VL - 8
JO - Mathematics
JF - Mathematics
SN - 2227-7390
IS - 7
M1 - 1135
ER -
ID: 60813117