Результаты исследований: Научные публикации в периодических изданиях › статья › Рецензирование
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 the prior optimal behavior of the players would remain optimal. Recently, mechanisms for the derivation of subgame consistent solutions in stochastic cooperative differential games with transferable payoffs have been found. In this paper, subgame consistent solutions are derived for a class of cooperative stochastic differential games with nontransferable payoffs. The previously intractable subgame consistent solution for games with nontransferable payoffs is rendered tractable.
Язык оригинала | Английский |
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Страницы (с-по) | 701-724 |
Число страниц | 24 |
Журнал | Journal of Optimization Theory and Applications |
Том | 124 |
Номер выпуска | 3 |
DOI | |
Состояние | Опубликовано - мар 2005 |
ID: 86009322