DOI

We consider a class of multistage multicriteria games in extensive form with chance moves where the players cooperate to maximize their expected joint vector payoff. Assuming that the players have agreed to accept the minimal sum of relative deviations rule in order to choose a unique Pareto optimal payoffs vector, we prove the time consistency of the optimal cooperative strategy profile and corresponding optimal bundle of the cooperative trajectories. Then, if the players adopt a vector analogue of the Shapley value as the solution concept, they need to design an appropriate imputation distribution procedure to ensure the sustainability of the achieved cooperative agreement. We provide a generalization of the incremental payment schedule that is applicable for the games with chance moves and satisfies such advantageous properties as the efficiency, strict balance condition and the time consistency property in the whole game. We illustrate our approach with an example of the extensive-form game tree with chance moves.

Язык оригиналаанглийский
Название основной публикацииMathematical Optimization Theory and Operations Research
Подзаголовок основной публикации19th International Conference, MOTOR 2020, Novosibirsk, Russia, July 6–10, 2020, Proceedings
РедакторыAlexander Kononov, Michael Khachay, Valery A. Kalyagin, Panos Pardalos
Место публикации Cham
ИздательSpringer Nature
Страницы184-199
Число страниц16
ISBN (электронное издание)9783030499884
ISBN (печатное издание)9783030499877
DOI
СостояниеОпубликовано - 29 июн 2020
Событие19th International Conference on Mathematical Optimization Theory and Operations Research, MOTOR 2020 - Novosibirsk, Российская Федерация
Продолжительность: 6 июл 202010 июл 2020

Серия публикаций

НазваниеLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Том12095 LNCS

конференция

конференция19th International Conference on Mathematical Optimization Theory and Operations Research, MOTOR 2020
Страна/TерриторияРоссийская Федерация
ГородNovosibirsk
Период6/07/2010/07/20

    Предметные области Scopus

  • Теоретические компьютерные науки
  • Компьютерные науки (все)

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