Subgame-consistent Solutions for Asynchronous-horizon Cooperative Stochastic Differential Games

    Project: Other project

    Project Details

    Description

    Cooperative games suggest the possibility of socially optimal and group efficient solutions to decision problems involving strategic action. In this project, we consider cooperative stochastic differential games with asynchronous planning horizons. It is the first time that this type of analysis is studied and it represents the development of a new paradigm in stochastic differential games.
    StatusFinished
    Effective start/end date01/09/0731/08/10

    Keywords

    • Differential Games
    • Stochastic dynamics
    • Cooperative Games
    • Subgame Consistency
    • Asynchronous Horizon