Geodesic
Strategic support of the Shapley value in stochastic games
Contributions to game theory and management, Tome 9 (2016), pp. 246-265

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

We consider the cooperative behavior in stochastic games. We assume that players cooperate in the game and agree on realizing the Shapley value as an imputation of their total payoff. The problem of subgame (time) consistency of the Shapley value is examined. The imputation distribution procedure is constructed to make the Shapley value subgame consistent. We redefine the payoffs in stochastic game applying the imputation distribution procedure. The problem of strategic support of the Shapley value is examined. We prove that the cooperative strategy profile is the Nash equilibrium in the stochastic game with re-defined payoff functions when some conditions are satisfied. The theoretical results are demonstrated on the example of a data transmission game for a wireless network of a specific topology.
Keywords: cooperative stochastic game, time consistency, subgame consistency, imputation distribution procedure, strategic support. 
@article{CGTM_2016_9_a7,
     author = {Elena M. Parilina},
     title = {Strategic support of the {Shapley} value in stochastic games},
     journal = {Contributions to game theory and management},
     pages = {246--265},
     publisher = {mathdoc},
     volume = {9},
     year = {2016},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/CGTM_2016_9_a7/}
}
TY  - JOUR
AU  - Elena M. Parilina
TI  - Strategic support of the Shapley value in stochastic games
JO  - Contributions to game theory and management
PY  - 2016
SP  - 246
EP  - 265
VL  - 9
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/CGTM_2016_9_a7/
LA  - en
ID  - CGTM_2016_9_a7
ER  - 
%0 Journal Article
%A Elena M. Parilina
%T Strategic support of the Shapley value in stochastic games
%J Contributions to game theory and management
%D 2016
%P 246-265
%V 9
%I mathdoc
%U http://geodesic.mathdoc.fr/item/CGTM_2016_9_a7/
%G en
%F CGTM_2016_9_a7
Elena M. Parilina. Strategic support of the Shapley value in stochastic games. Contributions to game theory and management, Tome 9 (2016), pp. 246-265. http://geodesic.mathdoc.fr/item/CGTM_2016_9_a7/