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SOLUTION MECHANISMS FOR COOPERATIVE STOCHASTIC DIFFERENTIAL GAMES

机译:合作随机微分游戏的解决方案机制

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摘要

Cooperative stochastic differential games constitute a highly complex form of decision making under uncertainty. In particular, interactions between strategic behaviors, dynamic evolution, stochastic elements and solution agreement have to be considered simultaneously. This complexity leads to great difficulties in the derivation of dynamically stable solutions. Despite urgent calls for cooperation in the global economy, the lack of formal analyses has precluded rigorous analysis of this problem. In this paper, mechanisms for the derivation of dynamically stable solutions to cooperative stochastic differential games are presented. Games with transferable payoffs and those with nontransferable payoffs are considered. Numerical illustrations are also provided.
机译:在不确定性条件下,合作随机差分博弈构成了非常复杂的决策形式。特别是,必须同时考虑战略行为,动态演变,随机因素和解决方案协议之间的相互作用。这种复杂性导致在推导动态稳定解决方案方面遇到很大的困难。尽管迫切要求在全球经济中进行合作,但由于缺乏正式的分析,因此无法对此问题进行严格的分析。在本文中,提出了用于推导合作随机差分博弈的动态稳定解的机制。考虑具有可转让收益的游戏和具有不可转让收益的游戏。还提供了数字插图。

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