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Subgame-consistent cooperative solutions in randomly furcating stochastic differential games. / Petrosyan, L. A.; Yeung, D.W.K.

в: Mathematical and Computer Modelling, Том 45, № 11-12, 06.2007, стр. 1294-1307.

Результаты исследований: Научные публикации в периодических изданиях › статья › Рецензирование

Harvard

Petrosyan, LA & Yeung, DWK 2007, 'Subgame-consistent cooperative solutions in randomly furcating stochastic differential games', Mathematical and Computer Modelling, Том. 45, № 11-12, стр. 1294-1307. https://doi.org/10.1016/j.mcm.2006.11.003, https://doi.org/10.1016/j.mcm.2006.11.003

APA

Petrosyan, L. A., & Yeung, D. W. K. (2007). Subgame-consistent cooperative solutions in randomly furcating stochastic differential games. Mathematical and Computer Modelling, 45(11-12), 1294-1307. https://doi.org/10.1016/j.mcm.2006.11.003, https://doi.org/10.1016/j.mcm.2006.11.003

Vancouver

Petrosyan LA, Yeung DWK. Subgame-consistent cooperative solutions in randomly furcating stochastic differential games. Mathematical and Computer Modelling. 2007 Июнь;45(11-12):1294-1307. https://doi.org/10.1016/j.mcm.2006.11.003, https://doi.org/10.1016/j.mcm.2006.11.003

Author

Petrosyan, L. A. ; Yeung, D.W.K. / Subgame-consistent cooperative solutions in randomly furcating stochastic differential games. в: Mathematical and Computer Modelling. 2007 ; Том 45, № 11-12. стр. 1294-1307.

BibTeX

@article{111a1ebea0334a968c14b55b019ae3c2,
title = "Subgame-consistent cooperative solutions in randomly furcating stochastic differential games",
abstract = "The paradigm of randomly-furcating stochastic differential games incorporates additional stochastic elements via randomly branching payoffs in stochastic differential games. This paper considers dynamically stable cooperative solutions in randomly furcating stochastic differential games. Analytically tractable payoff distribution procedures contingent upon specific random realizations of the state and payoff structure are derived. This new approach widens the application of cooperative differential game theory to problems where the evolution of the state and future environments are not known with certainty. Important cases abound in regional economic cooperation, corporate joint ventures and environmental control. An illustration in cooperative resource extraction is presented. (c) 2006 Elsevier Ltd. All rights reserved.",
keywords = "cooperative solution, randomly furcating differential games, dynamic stability, subgame consistency",
author = "Petrosyan, {L. A.} and D.W.K. Yeung",
year = "2007",
month = jun,
doi = "10.1016/j.mcm.2006.11.003",
language = "Английский",
volume = "45",
pages = "1294--1307",
journal = "Mathematical and Computer Modelling",
issn = "0895-7177",
publisher = "Elsevier",
number = "11-12",

}

RIS

TY - JOUR

T1 - Subgame-consistent cooperative solutions in randomly furcating stochastic differential games

AU - Petrosyan, L. A.

AU - Yeung, D.W.K.

PY - 2007/6

Y1 - 2007/6

N2 - The paradigm of randomly-furcating stochastic differential games incorporates additional stochastic elements via randomly branching payoffs in stochastic differential games. This paper considers dynamically stable cooperative solutions in randomly furcating stochastic differential games. Analytically tractable payoff distribution procedures contingent upon specific random realizations of the state and payoff structure are derived. This new approach widens the application of cooperative differential game theory to problems where the evolution of the state and future environments are not known with certainty. Important cases abound in regional economic cooperation, corporate joint ventures and environmental control. An illustration in cooperative resource extraction is presented. (c) 2006 Elsevier Ltd. All rights reserved.

AB - The paradigm of randomly-furcating stochastic differential games incorporates additional stochastic elements via randomly branching payoffs in stochastic differential games. This paper considers dynamically stable cooperative solutions in randomly furcating stochastic differential games. Analytically tractable payoff distribution procedures contingent upon specific random realizations of the state and payoff structure are derived. This new approach widens the application of cooperative differential game theory to problems where the evolution of the state and future environments are not known with certainty. Important cases abound in regional economic cooperation, corporate joint ventures and environmental control. An illustration in cooperative resource extraction is presented. (c) 2006 Elsevier Ltd. All rights reserved.

KW - cooperative solution

KW - randomly furcating differential games

KW - dynamic stability

KW - subgame consistency

U2 - 10.1016/j.mcm.2006.11.003

DO - 10.1016/j.mcm.2006.11.003

M3 - статья

VL - 45

SP - 1294

EP - 1307

JO - Mathematical and Computer Modelling

JF - Mathematical and Computer Modelling

SN - 0895-7177

IS - 11-12

ER -

ID: 5093246