{"id":"https://openalex.org/W2152999560","doi":"https://doi.org/10.1142/s0219198912500120","title":"SUBGAME CONSISTENT SOLUTION FOR COOPERATIVE STOCHASTIC DYNAMIC GAMES WITH RANDOM HORIZON","display_name":"SUBGAME CONSISTENT SOLUTION FOR COOPERATIVE STOCHASTIC DYNAMIC GAMES WITH RANDOM HORIZON","publication_year":2012,"publication_date":"2012-06-01","ids":{"openalex":"https://openalex.org/W2152999560","doi":"https://doi.org/10.1142/s0219198912500120","mag":"2152999560"},"language":"en","primary_location":{"id":"doi:10.1142/s0219198912500120","is_oa":false,"landing_page_url":"https://doi.org/10.1142/s0219198912500120","pdf_url":null,"source":{"id":"https://openalex.org/S130757258","display_name":"International Game Theory Review","issn_l":"0219-1989","issn":["0219-1989","1793-6675"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319815","host_organization_name":"World Scientific","host_organization_lineage":["https://openalex.org/P4310319815"],"host_organization_lineage_names":["World Scientific"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Game Theory Review","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5028968910","display_name":"David W. K. Yeung","orcid":"https://orcid.org/0000-0001-6880-3246"},"institutions":[{"id":"https://openalex.org/I64427410","display_name":"Hong Kong Shue Yan University","ror":"https://ror.org/023t8mt09","country_code":"CN","type":"education","lineage":["https://openalex.org/I64427410"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"DAVID W. K. YEUNG","raw_affiliation_strings":["SRS Consortium for Advanced Study in Cooperative Dynamic Games, Hong Kong Shue Yan University, Center of Game Theory, St Petersburg State University, St Petersburg, 198904, Russia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"SRS Consortium for Advanced Study in Cooperative Dynamic Games, Hong Kong Shue Yan University, Center of Game Theory, St Petersburg State University, St Petersburg, 198904, Russia","institution_ids":["https://openalex.org/I64427410"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5061944308","display_name":"Leon A. Petrosyan","orcid":"https://orcid.org/0000-0001-9393-3771"},"institutions":[{"id":"https://openalex.org/I172901346","display_name":"St Petersburg University","ror":"https://ror.org/023znxa73","country_code":"RU","type":"education","lineage":["https://openalex.org/I172901346"]}],"countries":["RU"],"is_corresponding":false,"raw_author_name":"LEON A. PETROSYAN","raw_affiliation_strings":["Faculty of Applied Mathematics-Control Processes, St Petersburg State University, St Petersburg, 198904, Russia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Faculty of Applied Mathematics-Control Processes, St Petersburg State University, St Petersburg, 198904, Russia","institution_ids":["https://openalex.org/I172901346"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":3,"citation_normalized_percentile":{"value":0.21998825,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":94},"biblio":{"volume":"14","issue":"02","first_page":"1250012","last_page":"1250012"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9962999820709229,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9962999820709229,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12137","display_name":"Economic theories and models","score":0.9937000274658203,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11031","display_name":"Game Theory and Applications","score":0.9891999959945679,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/subgame-perfect-equilibrium","display_name":"Subgame perfect equilibrium","score":0.9226841926574707},{"id":"https://openalex.org/keywords/stochastic-game","display_name":"Stochastic game","score":0.7772902846336365},{"id":"https://openalex.org/keywords/subgame","display_name":"Subgame","score":0.7560347318649292},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.5888625383377075},{"id":"https://openalex.org/keywords/realization","display_name":"Realization (probability)","score":0.5577545166015625},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.48613759875297546},{"id":"https://openalex.org/keywords/markov-perfect-equilibrium","display_name":"Markov perfect equilibrium","score":0.41807055473327637},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.4168439507484436},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.388560950756073},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.3527792692184448},{"id":"https://openalex.org/keywords/nash-equilibrium","display_name":"Nash equilibrium","score":0.18133112788200378},{"id":"https://openalex.org/keywords/game-theory","display_name":"Game theory","score":0.16841357946395874},{"id":"https://openalex.org/keywords/repeated-game","display_name":"Repeated game","score":0.1485496163368225},{"id":"https://openalex.org/keywords/equilibrium-selection","display_name":"Equilibrium selection","score":0.09879964590072632}],"concepts":[{"id":"https://openalex.org/C175983524","wikidata":"https://www.wikidata.org/wiki/Q1615834","display_name":"Subgame perfect equilibrium","level":3,"score":0.9226841926574707},{"id":"https://openalex.org/C22171661","wikidata":"https://www.wikidata.org/wiki/Q1074380","display_name":"Stochastic game","level":2,"score":0.7772902846336365},{"id":"https://openalex.org/C13576547","wikidata":"https://www.wikidata.org/wiki/Q3965283","display_name":"Subgame","level":5,"score":0.7560347318649292},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.5888625383377075},{"id":"https://openalex.org/C2781089630","wikidata":"https://www.wikidata.org/wiki/Q21856745","display_name":"Realization (probability)","level":2,"score":0.5577545166015625},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.48613759875297546},{"id":"https://openalex.org/C67091656","wikidata":"https://www.wikidata.org/wiki/Q6771328","display_name":"Markov perfect equilibrium","level":3,"score":0.41807055473327637},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.4168439507484436},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.388560950756073},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.3527792692184448},{"id":"https://openalex.org/C46814582","wikidata":"https://www.wikidata.org/wiki/Q23389","display_name":"Nash equilibrium","level":2,"score":0.18133112788200378},{"id":"https://openalex.org/C177142836","wikidata":"https://www.wikidata.org/wiki/Q44455","display_name":"Game theory","level":2,"score":0.16841357946395874},{"id":"https://openalex.org/C202556891","wikidata":"https://www.wikidata.org/wiki/Q1584646","display_name":"Repeated game","level":3,"score":0.1485496163368225},{"id":"https://openalex.org/C164407509","wikidata":"https://www.wikidata.org/wiki/Q5384490","display_name":"Equilibrium selection","level":4,"score":0.09879964590072632},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1142/s0219198912500120","is_oa":false,"landing_page_url":"https://doi.org/10.1142/s0219198912500120","pdf_url":null,"source":{"id":"https://openalex.org/S130757258","display_name":"International Game Theory Review","issn_l":"0219-1989","issn":["0219-1989","1793-6675"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319815","host_organization_name":"World Scientific","host_organization_lineage":["https://openalex.org/P4310319815"],"host_organization_lineage_names":["World Scientific"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Game Theory Review","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:wsi:igtrxx:v:14:y:2012:i:02:n:s0219198912500120","is_oa":false,"landing_page_url":"http://www.worldscientific.com/doi/abs/10.1142/S0219198912500120","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"},{"id":"pmh:oai:RePEc:wsi:igtrxx:v:14:y:2012:i:02:p:1250012-1-1250012-22","is_oa":false,"landing_page_url":"http://www.worldscinet.com/cgi-bin/details.cgi?type=html&amp;id=pii:S0219198912500120","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":18,"referenced_works":["https://openalex.org/W602880339","https://openalex.org/W1529558080","https://openalex.org/W1567262822","https://openalex.org/W1967461943","https://openalex.org/W1974144061","https://openalex.org/W1992408250","https://openalex.org/W2001637120","https://openalex.org/W2022897392","https://openalex.org/W2039054801","https://openalex.org/W2040746647","https://openalex.org/W2059157938","https://openalex.org/W2070267559","https://openalex.org/W2088523107","https://openalex.org/W2119567691","https://openalex.org/W2334782222","https://openalex.org/W2341171179","https://openalex.org/W4234761190","https://openalex.org/W4302609762"],"related_works":["https://openalex.org/W4282813745","https://openalex.org/W3122548660","https://openalex.org/W4309911979","https://openalex.org/W3124025958","https://openalex.org/W2000358093","https://openalex.org/W3142896253","https://openalex.org/W2078029243","https://openalex.org/W1598443623","https://openalex.org/W1595005794","https://openalex.org/W2099803346"],"abstract_inverted_index":{"In":[0,22,72],"cooperative":[1,20,25,64,94,127],"stochastic":[2,65,79,84,99,128],"dynamic":[3,66,100,129],"games":[4,68,130],"a":[5,17,24,38,42,46],"stringent":[6],"condition":[7],"\u2014":[8,13],"that":[9,122],"of":[10,33,77,112],"subgame":[11,28,39,60,123],"consistency":[12],"is":[14,27,118],"required":[15],"for":[16,98,126],"dynamically":[18],"stable":[19],"solution.":[21],"particular,":[23],"solution":[26,35],"consistent":[29,61,93,124],"if":[30],"an":[31],"extension":[32],"the":[34,73,78,83,110,119],"policy":[36],"to":[37,63,109],"starting":[40],"at":[41],"later":[43],"time":[44,89,121],"with":[45,69,131],"state":[47],"brought":[48],"about":[49],"by":[50],"prior":[51],"optimal":[52],"behavior":[53],"would":[54],"remain":[55],"optimal.":[56],"This":[57,117],"paper":[58],"extends":[59],"solutions":[62,95,114,125],"(discrete-time)":[67],"random":[70,132],"horizon.":[71],"analysis":[74],"new":[75],"forms":[76],"Bellman":[80],"equation":[81,86],"and":[82],"Isaacs\u2013Bellman":[85],"in":[87],"discrete":[88],"are":[90,96,115,134],"derived.":[91],"Subgame":[92],"obtained":[97],"games.":[101],"Analytically":[102],"tractable":[103],"payoff":[104],"distribution":[105],"mechanisms":[106],"which":[107],"lead":[108],"realization":[111],"these":[113],"developed.":[116],"first":[120],"horizon":[133],"presented.":[135]},"counts_by_year":[{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":1},{"year":2016,"cited_by_count":1}],"updated_date":"2026-06-11T09:08:48.828518","created_date":"2025-10-10T00:00:00"}
