Cooperative differential games

被引:12
作者
Petrosjan, LA [1 ]
机构
[1] St Petersburg State Univ, St Petersburg 199504, Russia
来源
ADVANCES IN DYNAMIC GAMES: APPLICATIONS TO ECONOMICS, FINANCE, OPTIMIZATION, AND STOCHASTIC CONTROL | 2005年 / 7卷
关键词
D O I
10.1007/0-8176-4429-6_9
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper the definition of cooperative game in characteristic function form is given. The notions of optimality principle and solution concepts based on it are introduced. The new concept of "imputation distribution procedure" (IDP) is defined and connected with the basic definitions of time-consistency and strong time-consistency. Sufficient conditions of the existence of time-consistent solutions are derived. For a large class of games where these conditions cannot be satisfied, the regularization procedure is developed and new c.f. constructed. The "regularized" core is defined and its strong time-consistency proved.
引用
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页码:183 / 200
页数:18
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