The Kernel of the Stochastic Cooperative Game

Bai, Hongxin; Li, Shang; He, Zhenzhen

doi:10.5539/mas.v4n4p126

Cited by 1 publication

(1 citation statement)

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“…The first process for analyze the cooperative game is an optimal problem, and Bellman Dynamic Programming, Pontryagain's Maximum Principle, Fleming Theorem, and so on, are the important techniques. As mentioned above, the distribution mechanism for profit is the most important job for cooperation differential game, a core kernel and nucleolus of the cooperative countermeasure are defined by Bai et al (2004), in this scientific paper, the characters and properties, and the relationships among the kernel, the nucleolus and the minimum core of the cooperative game are discussed, it is conclude that the Shapley value is a relative feasible methods for distributing the payoff among the agents in system. Similar results are also obtained by Engwerda (2005) and Friesz (2010).…”

Section: Introductionmentioning

confidence: 98%

Agent behaviors and coordinative mechanism

Zheng

Luo

2012

Kybernetes

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Purpose -The purpose of this paper is to improve the behaviors coordination mechanism, to maintain the system's long time-scale and stable competitive capability, when the agents in the system focus on cooperating with each other. Design/methodology/approach -Effort level for every agent, whose dynamics can be described as a stochastic partial differential equation, and the incentive of effort as the control of the corresponding agent, are introduced to describe agents' behavior abstracted. The cooperative stochastic differential game model is constructed: first, the optimal resolve trajectory mapping with profit maximization of the system are obtained, then the transitory imputation coupled with effort initial state of the system by introducing dynamic Shapley value imputation method. Based on the results obtained, the profit distribution strategies and the equilibration incentive compensation mechanism are given, due to the evolution law of the payoff and the state variable. Findings -It is concluded that: the transitory compensation to agent for efforts and incentive, which can be changed with the system state at current and in history and in future changed, would guarantee the realization of the Shapley value imputation throughout the game horizon. Originality/value -In this paper, the interactivity between agents in the system is considered first. The dynamical Shapley imputation mechanism and the transitory compensatory mechanism are provided to make the imputation more stable and feasible.

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Section: Introductionmentioning

confidence: 98%