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Stabilizability of Dynamic Coalitional Games with Transferable Utility * * This work was partially funded by EPSRC Grant No. EP/J011894/2.

机译:具有可转移效用的动态联盟游戏的稳定性 * * 这项工作部分由EPSRC资助号EP / J011894 / 2。

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Abstract: Stabilizing allocations in coalitional games with transferable utility are studied within the framework of uncertain and dynamic stochastic systems. We assume that the excess of allocations relative to the evolution of coalition values can be described by a stochastic differential equation. As main contribution we provide a feedback control law of allocations to maintain the coalition within a target set. We show that the resulting dynamics is second moment stable under our feedback linear-saturated control strategy.
机译:摘要:在不确定和动态随机系统的框架下,研究了具有可转让效用的联盟博弈中的稳定分配。我们假定相对分配的相对于联盟价值的演化可以用一个随机微分方程来描述。作为主要贡献,我们提供了分配的反馈控制律,以将联盟维持在目标集中。我们表明,在我们的反馈线性饱和控制策略下,所产生的动力学是第二矩稳定的。

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