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

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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.

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Correspondence to Lorenzo Maggi.

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Avrachenkov, K., Cottatellucci, L. & Maggi, L. Cooperative Markov decision processes: time consistency, greedy players satisfaction, and cooperation maintenance. Int J Game Theory 42, 239–262 (2013). https://doi.org/10.1007/s00182-012-0343-9

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  • DOI: https://doi.org/10.1007/s00182-012-0343-9

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