DocumentCode :
599244
Title :
Cooperative dynamic game, discrete time case
Author :
Sutrisno ; Salmah ; Wijayanti, Indah E.
Author_Institution :
Dept. of Math., Gadjah Mada Univ., Yogyakarta, Indonesia
fYear :
2012
fDate :
23-26 Sept. 2012
Firstpage :
1
Lastpage :
4
Abstract :
In this paper, we study the cooperative dynamic game problem for discrete time case. We solved this problem by determining Pareto solution, continued by finding Nash-bargaining solution. We assume the difference equation in this problem is linear and time invariant. The objective function for each player has the quadratic form and positive definite. We can proof that Pareto solution can be determined by minimizing linear convex combination of all objective functions. The disagreement point of all players is obtained by finding minimax point. The Nash-bargaining solution is selecting a point in Pareto frontier such that the product of utility gains from disagreement point is maximal.
Keywords :
Pareto optimisation; convex programming; difference equations; game theory; minimax techniques; Nash-bargaining solution; Pareto frontier; Pareto solution; cooperative dynamic game problem; discrete time case; linear convex objective function combination minimization; linear-time invariant difference equation; maximal utility gain product; minimax point; player disagreement point; quadratic-positive definite objective function; Nash-bargaining solution; Pareto solution; cooperative game;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Control, Systems & Industrial Informatics (ICCSII), 2012 IEEE Conference on
Conference_Location :
Bandung
Print_ISBN :
978-1-4673-1022-2
Type :
conf
DOI :
10.1109/CCSII.2012.6470462
Filename :
6470462
Link To Document :
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