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irrational-behavior-proof conditions for Stochastic Games over Event Trees

Journal of the Operations Research Society of China 2024年第1期12卷 243-263页

作者： Lei Wang Cui Liu Hong-Wei Gao Chong Lin School of Automation Institute of Complexity ScienceQingdao UniversityQingdao 266071ShandongChina School of Mathematics and Statistics Institute of Applied Mathematics of ShandongQingdao UniversityQingdao 266071ShandongChina

In this paper,the irrational-behavior-proof conditions in a class of stochastic dynamic games over event trees are *** kinds of irrational-behavior-proof conditions are proposed by the imputation distribution procedure,and their relationships are *** specific properties for the general transformation of characteristic functions are developed,based on which,the irrational-behavior-proof conditions are proved to be true in a transformed cooperative game.

关键词： Dynamic cooperative game Event tree irrational-behavior-proof condition Imputation distribution procedure Transformation of characteristic function

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A Class of General Transformation of Characteristic Functions in Dynamic Games

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Journal of Systems Science & Complexity 2020年第6期33卷 1997-2012页

作者： LIU Cui GAO Hongwei PETROSIAN Ovanes LIU Ying WANG Lei School of Mathematics and Statistics Qingdao UniversityQingdao 266071China School of Mathematics and Statistics Institute of Applied Mathematics of ShandongQingdao UniversityQingdao 266071China Faculty of Applied Mathematics and Control Processes Saint Petersburg State UniversitySaint Petersburg 198504Russia School of Automation Qingdao UniversityQingdao 266071China

The transformation of characteristic functions is an effective way to avoid time-inconsistency of cooperative solutions in dynamic *** are several forms on the transformation of characteristic *** this paper,a class of general transformation of characteristic functions is *** can lead to the time-consistency of cooperative solutions and guarantee that the irrational-behaviorproof conditions hold *** illustrate the theory,an example of dynamic game on a tree is given.

关键词： Dynamic cooperative game general transformation of characteristic function irrational-behavior-proof condition time-consistency

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Transformation of Characteristic Function in Dynamic Games

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Journal of Systems Science and Information 2013年第1期1卷 22-37页

作者： Hongwei GAO Leon PETROSYAN Han QIAO Artem SEDAKOV Genjiu XU Qingdao University University of Chinese Academy of Sciences Management School Northwestern Polytechnical University College of Mathematics Faculty of Applied Mathematics and Control Processes Saint Petersburg State University Department of Applied Mathematics

The problem of transformation of characteristic function, using a transformation matrix and connected with associated consistency of a solution concept, was investigated for the class of socalled “one-shot” games. The same problem also arises in dynamic games when players move step by step along the cooperative trajectory. In this case the evolution of characteristic function is, in general,unpredictable and may lead to time-inconsistency of a fixed cooperative solution concept. There are different approaches to overcome this problem based on transformation of characteristic function. In this paper, the step-wise transformation is used, which is a generalization of similar transformation of characteristic function for dynamic games with perfect information, and it leads to the time-consistent solution. The general form of such transformation is proposed.

关键词： dynamic cooperative games characteristic function Shapley value time-consistency irrational-behavior-proof condition

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