A Time-consistent Solution Formula for Linear-Quadratic Discrete-time Dynamic Games with Nontransferable Payoffs

被引：0
作者：
Tur, Anna V. [1 ]
机构：
[1] St Petersburg State Univ, Fac Appl Math & Control Proc, Univ Pr 35, St Petersburg 198504, Russia
来源：
CONTRIBUTIONS TO GAME THEORY AND MANAGEMENT, VOL VIII | 2015年 / 8卷
关键词：
linear-quadratic games; discrete-time games; games with nontransferable payoffs; Pareto-optimal solution; time consistency; PDP; irrational behavior proof condition;
D O I：
暂无
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
The solution formula for the payoff distribution procedure of a bargaining problem in a cooperative differential game with nontransferable payoffs that lead to a time consistent outcome is proposed by Leon A. Petrosyan and D.W.K. Yeung (2014). In this paper we study this formula for linear-quadratic discrete-time dynamic games with nontransferable payoffs. Pareto-optimal solution is studied as optimality principle. The time consistency and irrational behavior proof condition of this solution are investigated. As an example the government debt stabilization game is considered.
引用
收藏
页码：289 / 299
页数：11
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