Time consistent cooperative solutions for multistage games with vector payoffs

作者: Denis Kuzyutin , Mariya Nikitina

DOI: 10.1016/J.ORL.2017.04.004

关键词: PaymentPayment scheduleMathematical economicsSequential gameShapley valueIrrational behaviorTime consistencyMathematical optimizationBondareva–Shapley theoremComputer science

摘要: Abstract To ensure sustainable cooperation in multistage games with vector payoffs we use the payment schedule based approach. The main dynamic properties of cooperative solutions used single-criterion are extended to multicriteria games. We design two recurrent schedules that satisfy such advantageous as efficiency and time consistency conditions, non-negativity irrational behavior proofness.

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