Результаты исследований: Публикации в книгах, отчётах, сборниках, трудах конференций › глава/раздел › научная › Рецензирование
Subgame consistent solutions for a class of cooperative stochastic differential games with nontransferable payoffs. / Yeung, David W.K.; Petrosyan, Leon; Yeung, Patricia Melody.
Annals of the International Society of Dynamic Games. Birkhäuser Verlag AG, 2007. стр. 153-170 (Annals of the International Society of Dynamic Games; Том 9).Результаты исследований: Публикации в книгах, отчётах, сборниках, трудах конференций › глава/раздел › научная › Рецензирование
}
TY - CHAP
T1 - Subgame consistent solutions for a class of cooperative stochastic differential games with nontransferable payoffs
AU - Yeung, David W.K.
AU - Petrosyan, Leon
AU - Yeung, Patricia Melody
PY - 2007/1/1
Y1 - 2007/1/1
N2 - Subgame consistency is a fundamental element in the solution of cooperative stochastic differential games. In particular, it ensures that the extension of the solution policy to a later starting time and any possible state brought about by prior optimal behavior of the players will remain optimal. Recently, mechanisms for the derivation of subgame consistent solutions in stochastic cooperative differential games with transferable payoffs have been found. In the case when players’ payoffs are nontransferable, the derivation of solution candidates is extremely complicated and often intractable. In this chapter, subgame consistent solutions are derived for a class of cooperative stochastic differential games with nontransferable payoffs.
AB - Subgame consistency is a fundamental element in the solution of cooperative stochastic differential games. In particular, it ensures that the extension of the solution policy to a later starting time and any possible state brought about by prior optimal behavior of the players will remain optimal. Recently, mechanisms for the derivation of subgame consistent solutions in stochastic cooperative differential games with transferable payoffs have been found. In the case when players’ payoffs are nontransferable, the derivation of solution candidates is extremely complicated and often intractable. In this chapter, subgame consistent solutions are derived for a class of cooperative stochastic differential games with nontransferable payoffs.
KW - Cooperative stochastic differential games
KW - Nontransferable payoffs
KW - Rationality
KW - Subgame consistent solution
UR - http://www.scopus.com/inward/record.url?scp=51349084988&partnerID=8YFLogxK
U2 - 10.1007/978-0-8176-4553-3_8
DO - 10.1007/978-0-8176-4553-3_8
M3 - Chapter
AN - SCOPUS:51349084988
T3 - Annals of the International Society of Dynamic Games
SP - 153
EP - 170
BT - Annals of the International Society of Dynamic Games
PB - Birkhäuser Verlag AG
ER -
ID: 36952514