Cooperative Stochastic Games
A cooperative stochastic n-person game on a finite graph tree is considered. The subtree of cooperative trajectories maximizing the sum of expected players’ payoffs is defined, and the solution of the game along the paths of this tree is investigated. The new notion of cooperative payoff distribution procedure (CPDP) is defined, and the time-consistent Shapley value is constructed.
Key wordsStochastic game stage game behavior strategy Shapley value time-consistency
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