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JOURNALS // Vestnik Chelyabinskogo Gosudarstvennogo Universiteta. Matematika, Mekhanika, Informatika // Archive

Vestnik Chelyabinsk. Gos. Univ., 2013 Issue 16, Pages 78–87 (Mi vchgu18)

Control and optimization theory

Åøüó consistency of cooperative solutions. Model of stable cooperation

E. D. Shcherbak

Chelyabinsk State University

Abstract: The article covers cooperative differential games in the characteristic function form. Companies organise a cooperation to maximise profit during a certain time period. Players obtain new tecnoligies which would be impossible in absense of cooperation. Uniquely existing Shapley value was chosen as an optimal solution for the game. Theoretical solution is supplied accompanied with the proof that it satisfies stable cooperation conditions.

Keywords: cooperative differencial game, characteristic function, time consistency, dynamic stability, strategic stability, imputation, Shapley value, Bellman equation, Nash equilibrium.



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