This article is cited in 2 papers

A survey on cooperative stochastic games with finite and infinite duration

Elena Parilina

St. Petersburg State University, 7/9 Universitetskaya nab., St. Petersburg, 199034, Russia

Abstract: The paper is a survey on cooperative stochastic games with finite and infinite duration which based on the author's and coauthors' publications. We assume that the non-cooperative stochastic game is initially defined. The cooperative version of the game is constructed, the cooperative solutions are found. The properties of cooperative solutions of the game which are realised in dynamics are considered. Several numerical examples of stochastic games illustrate theoretical results.

Keywords: cooperative stochastic game, cooperative solution, imputation distribution procedure, subgame consistency.

Language: English