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Dynamic bargaining and time-consistency in linear-state and Homogeneous linear-quadratic cooperative differential games

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Three different solution concepts are reviewed and computed for linear-state and homogeneous linear-quadratic cooperative differential games with asymmetric players. Discount rates can be nonconstant and/or different. Special attention is paid to the issues of time-consistency, agreeability and subgame-perfectness, both from the viewpoint of sustainability of cooperation and from the credibility of the announced equilibrium strategies.

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International Game Theory Review, 2021, vol. 23(4), num. 2250003

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Articles publicats en revistes (Matemàtica Econòmica, Financera i Actuarial)

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Dynamic bargaining and time-consistency in linear-state and Homogeneous linear-quadratic cooperative differential games