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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 изданияхстатьяРецензирование

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@article{2db9beb0c7d1463ca753b9e82c294531,
title = "On a simplified method of defining characteristic function in stochastic games",
abstract = "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.",
keywords = "Characteristic function, Cooperative stochastic game, Core, Strong subgame consistency, cooperative stochastic game, CORE, core, STABILITY, TIME CONSISTENCY, strong subgame consistency, COOPERATION, characteristic function",
author = "Elena Parilina and Leon Petrosyan",
note = "Publisher Copyright: {\textcopyright} 2020 by the authors.",
year = "2020",
month = jul,
day = "1",
doi = "10.3390/math8071135",
language = "English",
volume = "8",
journal = "Mathematics",
issn = "2227-7390",
publisher = "MDPI AG",
number = "7",

}

RIS

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