Proceedings of the International Conference on Communication and Electronic Information Engineering (CEIE 2016)

Cooperative Stochastic Differential Games with Information Adaptation

Authors
David Yeung, Ovanes Petrosyan
Corresponding Author
David Yeung
Available Online October 2016.
DOI
10.2991/ceie-16.2017.47How to use a DOI?
Keywords
Stochastic Differential Games; Payoff Distribution Procedures; Information Adaptation
Abstract

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.

Copyright
© 2017, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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Volume Title
Proceedings of the International Conference on Communication and Electronic Information Engineering (CEIE 2016)
Series
Advances in Engineering Research
Publication Date
October 2016
ISBN
10.2991/ceie-16.2017.47
ISSN
2352-5401
DOI
10.2991/ceie-16.2017.47How to use a DOI?
Copyright
© 2017, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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  - 10.2991/ceie-16.2017.47
ID  - Yeung2016/10
ER  -