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Research On The Solution Of Stochastic Cooperative Game

Posted on:2010-06-15Degree:MasterType:Thesis
Country:ChinaCandidate:H X BaiFull Text:PDF
GTID:2120360302959132Subject:Operational Research and Cybernetics
Abstract/Summary:PDF Full Text Request
In game theory, stochastic cooperative game have received a generous concern and become a research focus. The most extensively studied problem in stochastic cooperative game theory is how to divide the total earnings of the grand coalition under the condition that the payoff is uncertain. To these problems, Many solution concepts have been proposed, which satisfy a certain rational behavior and reasonable principle. In 1973, Charnes and Granot import stochastic characteristic function to the cooprative games, and is the stochastic variable. Thus, it solve the problem that the payoff is stochastic variable in cooperative games.In classic cooperative games, supposed the payoff of the both sides is certain real. However, it is diffcult to confirm the payoff accurately. The paper introduce stochastic games to deal with the uncertainty of the payoff and extend the range of cooperation among players. In the stochastic cooperative games, because the interest is different, different solutions are constructed. In 1999, Suijs and others studied the core and convex and superadditivity of the stochastic cooperative games, based on this, a series of researches on the solution of the fuzzy games have been put forth.This paper is organized as follows: First, introduction, it provides development histories of classical games theory, background and practical value of the paper. Second, based on the model of the stochastic cooperative games which introduced by Suijs et al in 1999, we put forth the concept of strongε-core, the stable set, nucleolus, kernel and the sequentially compatible payoffs of the stochastic cooperative games, and discuss their feature and characteristic. At last, we discuss the strongε-core of the repeated stochastic cooperative game, and discuss its feature.
Keywords/Search Tags:Stochastic cooperative game, Strongε-core, Stable set, Nucleolus, Kernel, Sequentially compatible payoffs
PDF Full Text Request
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