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Contributions to Game Theory and Management, 2009, том 2, страницы 461–473
(Mi cgtm68)
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Эта публикация цитируется в 1 научной статье (всего в 1 статье)
Time-consistency Problem Under Condition of a Random Game Duration in Resource Extraction
Ekaterina V. Shevkoplyas St. Petersburg State University,
Faculty of Applied Mathematics and Control Processes,
University pr., 35, Petrodvorets, 198 904 St. Petersburg, Russia
Аннотация:
We consider time-consistency problem for cooperative differential $n$-person games with random duration. It is proved, that in many cases the solution (or optimality principle) for such games is time-inconsistent. For regularization of solution the special imputation distributed procedure (IDP) is introduced and the time-consistency of the new regularized optimality principle is proved. At last we consider one game-theoretical problem of non-renewable resource extraction under condition of a random game duration. The problem of time-consistency for the Shapley Value in this example is investigated.
Ключевые слова:
time-consistency, random duration, Shapley Value, differential game, non-renewable resource.
Образец цитирования:
Ekaterina V. Shevkoplyas, “Time-consistency Problem Under Condition of a Random Game Duration in Resource Extraction”, Contributions to Game Theory and Management, 2 (2009), 461–473
Образцы ссылок на эту страницу:
https://www.mathnet.ru/rus/cgtm68 https://www.mathnet.ru/rus/cgtm/v2/p461
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Страница аннотации: | 141 | PDF полного текста: | 62 | Список литературы: | 18 |
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