报告摘要:
Uncertain differential game models conflicts and interests among players in the context of an uncertain dynamic system. However, cooperative behavior in uncertain differential game is an unexplored terrain. This paper proposes a spectrum of a cooperative uncertain differential game with transferrable payoffs. First, group rationality is achieved by maximizing the coalitional payoff through an uncertain optimal control method. Second, the concept of imputation is introduced as a solution, and a stability condition called subgame consistency condition for an imputation is proposed as well. Furthermore, the derivation of payoff distribution procedure for subgame consistent imputation is discussed. In addition, two optimal principles, i.e., Nash bargaining solution and Shapley value, are extended to this kind of model and are proved to be subgame consistent imputations, and their payoff distribution procedures are derived analytically. Finally, a two-person resource extraction game is studied for illustrating purpose.
专家简介:
高金伍,中国海洋大学教授、博士生导师,主要研究方向为不确定系统优化与博弈。曾主持3项国家自然科学基金项目,相关成果在IEEE Transactions on Fuzzy Systems, Fuzzy Optimization and Decision Making等国际期刊发表论文50余篇,单篇最高SCI引用128次,H-index为18,多篇论文进入ESI高被引。他目前担任知名国际期Soft Computing副主编,Journal of Uncertain Systems主编,2015年遴选为亚太工业工程与管理系统协会(APIEMS)会士,曾担任中国运筹学会智能计算分会会长,国际电子商务联合会会长等。