Solutions of cooperative stochastic games with transferable payoffs

Abstract

6IntroductionRelevance of thesis topicThe thesis is devoted to studying the methods of constructing cooperative behaviour in stochastic conflict-controlled dynamic systems. The part of dynamicgame theory which takes into account uncertainty and randomness, is actual in themodeling of real conflict processes. As players’ total payoff in cooperation is not lessthan their payoff with individually rational behaviour, the problem of constructinga cooperative version of initially given non-cooperative stochastic game is actual.When solving cooperative games played in dynamics, it is necessary to take intoaccount the special features of implementation of the initially chosen cooperativesolutions, in particular, the changes in the environmental conditions or “nature” aswell as the changes in the behavior of conflict participants, whose interests maychange and damage the realization of joint arrangements and break up the coop-erative agreement. So the actual problem is to develop the principles of stablecooperation in conflict-controlled dynamic systems with finite and infinite durationsincluding the systems taking into account the stochastic nature of dynamics.