title: New characteristic function for multistage dynamic games
metadata.name: dc.contributor.author
metadata.value: Pankratova, Yaroslavna B.
metadata.lang: -
metadata.name: dc.contributor.author
metadata.value: Petrosyan, Leon A.
metadata.lang: -
metadata.name: dc.date.accessioned
metadata.value: 2019-01-16T15:50:04Z
metadata.lang: -
metadata.name: dc.date.available
metadata.value: 2019-01-16T15:50:04Z
metadata.lang: -
metadata.name: dc.date.issued
metadata.value: 2018-12
metadata.lang: -
metadata.name: dc.identifier.citation
metadata.value: Pankratova Y. B., Petrosyan L. A. New characteristic function for multistage dynamic games. Vestnik of Saint Petersburg University. Applied Mathematics. Computer Science. Control Processes, 2018, vol. 14, iss. 4, pp. 316–324.
metadata.lang: en_GB
metadata.name: dc.identifier.other
metadata.value: 10.21638/11702/spbu10.2018.404
metadata.lang: -
metadata.name: dc.identifier.uri
metadata.value: http://hdl.handle.net/11701/15244
metadata.lang: -
metadata.name: dc.description.abstract
metadata.value: The finite stage dynamic n-person games with transferable payoffs are considered. The
  cooperative version of the game is defined, and a new approach for constructing characteristic
  functions in multistage games based on characteristic functions defined in stage games is
  proposed. It is proved that the values of this new characteristic function dominate the values
  of characteristic function constructed using the min-max approach. This allows constructing
  the subcore of the classical core in the multistage game under consideration and guarantees
  that this new approach leads to time-consistent (works L. Petrosyan, G. Zaccour, 2003;
  L. Petrosyan, 1991) and in some cases strongly time-consistent solutions (paper L. Petrosyan,
  1993). The example is provided showing the construction of this newly defined characteristic
  function and the time-consistency and strong time-consistency of the core.
metadata.lang: en_GB
metadata.name: dc.description.sponsorship
metadata.value: This work was supported by the Russian Foundation for Basic Research (grant N 17-51-53030).
metadata.lang: en_GB
metadata.name: dc.language.iso
metadata.value: en
metadata.lang: en_GB
metadata.name: dc.publisher
metadata.value: St Petersburg State University
metadata.lang: en_GB
metadata.name: dc.relation.ispartofseries
metadata.value: Vestnik of St Petersburg University. Applied Mathematics. Computer Science. Control Processes;Volume 14; Issue 4
metadata.lang: -
metadata.name: dc.subject
metadata.value: multistage game
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: characteristic function
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: time-consistency
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: strongly time-consistency
metadata.lang: en_GB
metadata.name: dc.title
metadata.value: New characteristic function for multistage dynamic games
metadata.lang: en_GB
metadata.name: dc.type
metadata.value: Article
metadata.lang: en_GB
resources.filename: 04-Pankratova.pdf
resources.url: https://dspace.spbu.ru/bitstream/11701/15244/1/04-Pankratova.pdf
resources.format: Adobe PDF
resources.size: 341,14 kB