Please use this identifier to cite or link to this item: http://hdl.handle.net/20.500.11861/6426
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dc.contributor.authorProf. YEUNG Wing Kay, Daviden_US
dc.contributor.authorPetrosyan, Leon A.en_US
dc.date.accessioned2021-02-24T07:28:54Z-
dc.date.available2021-02-24T07:28:54Z-
dc.date.issued2010-
dc.identifier.citationJournal of Optimization Theory and Applications, 2010, vol. 145, pp. 579-596.en_US
dc.identifier.issn00223239-
dc.identifier.issn1573-2878-
dc.identifier.urihttp://hdl.handle.net/20.500.11861/6426-
dc.description.abstractIn cooperative games over time with uncertainty, a stringent condition (subgame consistency) is required for a dynamically stable solution. In particular, a cooperative solution is subgame consistent if an extension of the solution policy to a situation with a later starting time and any feasible state brought about by prior optimal behavior would remain optimal. This paper derives an analytically tractable payoff distribution procedure leading to the realization of subgame consistent solutions in cooperative stochastic dynamic games. This is the first time that subgame consistent solutions in discrete-time dynamic games under uncertainty are provided.en_US
dc.language.isoenen_US
dc.relation.ispartofJournal of Optimization Theory and Applicationsen_US
dc.titleSubgame consistent solutions for cooperative stochastic dynamic gamesen_US
dc.typePeer Reviewed Journal Articleen_US
dc.identifier.doi10.1007/s10957-010-9702-5-
crisitem.author.deptDepartment of Economics and Finance-
item.fulltextNo Fulltext-
Appears in Collections:Economics and Finance - Publication
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