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Cooperative Markov decision processes: time consistency, greedy players satisfaction, and cooperation maintenance

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  • Konstantin Avrachenkov
  • Laura Cottatellucci
  • Lorenzo Maggi

Abstract

We deal with multi-agent Markov decision processes (MDPs) in which cooperation among players is allowed. We find a cooperative payoff distribution procedure (MDP-CPDP) that distributes in the course of the game the payoff that players would earn in the long run game. We show under which conditions such a MDP-CPDP fulfills a time consistency property, contents greedy players, and strengthen the coalition cohesiveness throughout the game. Finally we refine the concept of Core for Cooperative MDPs. Copyright Springer-Verlag 2013

Suggested Citation

  • Konstantin Avrachenkov & Laura Cottatellucci & Lorenzo Maggi, 2013. "Cooperative Markov decision processes: time consistency, greedy players satisfaction, and cooperation maintenance," International Journal of Game Theory, Springer;Game Theory Society, vol. 42(1), pages 239-262, February.
  • Handle: RePEc:spr:jogath:v:42:y:2013:i:1:p:239-262
    DOI: 10.1007/s00182-012-0343-9
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    References listed on IDEAS

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    1. Predtetchinski, Arkadi, 2007. "The strong sequential core for stationary cooperative games," Games and Economic Behavior, Elsevier, vol. 61(1), pages 50-66, October.
    2. Oviedo, Jorge, 2000. "The core of a repeated n-person cooperative game," European Journal of Operational Research, Elsevier, vol. 127(3), pages 519-524, December.
    3. Jerzy A. Filar & Leon A. Petrosjan, 2000. "Dynamic Cooperative Games," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., vol. 2(01), pages 47-65.
    4. Laurence Kranich & Andres Perea & Hans Peters, 2000. "Dynamic Cooperative Games," Discussion Papers 00-06, University at Albany, SUNY, Department of Economics.
    5. Mazalov, V.V. & Rettieva, A.N., 2010. "Fish wars and cooperation maintenance," Ecological Modelling, Elsevier, vol. 221(12), pages 1545-1553.
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    Cited by:

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    3. Elena Parilina & Leon Petrosyan, 2020. "On a Simplified Method of Defining Characteristic Function in Stochastic Games," Mathematics, MDPI, vol. 8(7), pages 1-14, July.

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