Cooperative Stochastic Differential Games with Information Adaptation
David Yeung, Ovanes Petrosyan
Available Online October 2016.
- https://doi.org/10.2991/ceie-16.2017.47How to use a DOI?
- Stochastic Differential Games; Payoff Distribution Procedures; Information Adaptation
- This paper develops a new class of stochastic differential games in which the state dynamics and the players' payoff structures in the future are unknown. Information about the future will be revealed stage by stage. Adapting to the new environment players revise their strategies accordingly. A new technique is derived for solving the optimal cooperative solution involving information adaptation. A novel theorem for the derivation of a Payoff Distribution Procedure (PDP) leading to a subgame consistent solution for this class of games is also presented.
- Open Access
- This is an open access article distributed under the CC BY-NC license.
Cite this article
TY - CONF AU - David Yeung AU - Ovanes Petrosyan PY - 2016/10 DA - 2016/10 TI - Cooperative Stochastic Differential Games with Information Adaptation BT - Proceedings of the International Conference on Communication and Electronic Information Engineering (CEIE 2016) PB - Atlantis Press SP - 375 EP - 381 SN - 2352-5401 UR - https://doi.org/10.2991/ceie-16.2017.47 DO - https://doi.org/10.2991/ceie-16.2017.47 ID - Yeung2016/10 ER -