Geodesic
Subgame Consistent Cooperative Solutions in Stochastic Differential Games with Asynchronous Horizons and Uncertain Types of Players
Contributions to game theory and management, Tome 5 (2012), pp. 334-355

Voir la notice de l'article provenant de la source Math-Net.Ru

This paper considers cooperative stochastic differential games in which players enter the game at different times and have diverse horizons. Moreover, the types of future players are not known with certainty. Subgame consistent cooperative solutions and analytically tractable payoff distribution mechanisms leading to the realization of these solutions are derived. This analysis widens the application of cooperative stochastic differential game theory to problems where the players' game horizons are asynchronous and the types of future players are uncertain. It represents the first time that subgame consistent solutions for cooperative stochastic differential games with asynchronous players' horizons and uncertain types of future players are formulated.
Keywords: Cooperative stochastic differential games, subgame consistency, asynchronous horizons, payment distribution mechanism. 
@article{CGTM_2012_5_a29,
     author = {David W. K. Yeung},
     title = {Subgame {Consistent} {Cooperative} {Solutions} in {Stochastic} {Differential} {Games} with {Asynchronous} {Horizons} and {Uncertain} {Types} of {Players}},
     journal = {Contributions to game theory and management},
     pages = {334--355},
     publisher = {mathdoc},
     volume = {5},
     year = {2012},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/CGTM_2012_5_a29/}
}
TY  - JOUR
AU  - David W. K. Yeung
TI  - Subgame Consistent Cooperative Solutions in Stochastic Differential Games with Asynchronous Horizons and Uncertain Types of Players
JO  - Contributions to game theory and management
PY  - 2012
SP  - 334
EP  - 355
VL  - 5
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/CGTM_2012_5_a29/
LA  - en
ID  - CGTM_2012_5_a29
ER  - 
%0 Journal Article
%A David W. K. Yeung
%T Subgame Consistent Cooperative Solutions in Stochastic Differential Games with Asynchronous Horizons and Uncertain Types of Players
%J Contributions to game theory and management
%D 2012
%P 334-355
%V 5
%I mathdoc
%U http://geodesic.mathdoc.fr/item/CGTM_2012_5_a29/
%G en
%F CGTM_2012_5_a29
David W. K. Yeung. Subgame Consistent Cooperative Solutions in Stochastic Differential Games with Asynchronous Horizons and Uncertain Types of Players. Contributions to game theory and management, Tome 5 (2012), pp. 334-355. http://geodesic.mathdoc.fr/item/CGTM_2012_5_a29/