Title
Time consistency of the interval Shapley-like value in dynamic games.
Abstract
The paper focuses on the problem of time consistency of an interval Shapley-like value in cooperative interval dynamic games. This problem has not been investigated in the game theory literature for the considered class of dynamic games. It is proved that the interval Shapley-like value is time inconsistent, and to satisfy the time consistency condition for the interval value, it is necessary to introduce a new control variable, so-called imputation distribution procedure. The imputation distribution procedure is proposed in an explicit form.
Year
DOI
Venue
2016
10.3233/IFS-151909
JOURNAL OF INTELLIGENT & FUZZY SYSTEMS
Keywords
Field
DocType
Dynamic games,cooperative interval games,interval Shapley-like value,time consistency
Discrete mathematics,Mathematical optimization,Time consistency,Problem of time,Control variable,Game theory,Imputation (statistics),Mathematics
Journal
Volume
Issue
ISSN
30
4
1064-1246
Citations 
PageRank 
References 
0
0.34
4
Authors
4
Name
Order
Citations
PageRank
Leon A. Petrosyan14312.73
Artem Sedakov286.05
Hao Sun33110.18
Genjiu Xu4307.31