Solutions for a class stochastic coalitional games

In the paper one of classes of multistage stochastic games with various coalition structures is considered. Game researched here is set on the tree graph where in each vertex $z$ coalition structures of players, function of a payoff of coalitions and probability of transition in following vertexes depending on a situation realised in game, set in vertex $z$ is defined. A new mathematical method of the decision of stochastic coalition games on the basis of calculation of the generalised PMS-vector as decisions of coalition games is offered. The offered method is illustrated by example of three-step stochastic game of three persons with variable coalition structure.