Subgame Consistent Solutions for a Class of Cooperative Stochastic Differential Games with Nontransferable Payoffs

摘要: Subgame consistency is a fundamental element in the solution of cooperative stochastic differential games. In particular, it ensures that extension policy to later starting time and any possible state brought about by prior optimal behavior players will remain optimal. Recently, mechanisms for derivation subgame consistent solutions games with transferable payoffs have been found. case when players’ are nontransferable, candidates extremely complicated often intractable. this chapter, derived class nontransferable payoffs.