Stable cooperation in stochastic games

The paper considers stochastic games with random duration in the class of stationary strategies. The cooperative version for such class of the stochastic game is constructed. The cooperative solution is found. Conditions of stable cooperation for stochastic games are obtained. Principles of stable cooperation include three conditions: subgame consistency, strategic stability and condition of irrational behavior proofness of the cooperative agreement. Also the paper considers the example for which the cooperative agreement is found and the conditions of dynamic stability are checked.