{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,3,11]],"date-time":"2026-03-11T15:30:00Z","timestamp":1773243000931,"version":"3.50.1"},"reference-count":19,"publisher":"World Scientific Pub Co Pte Lt","issue":"02","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Int. Game Theory Rev."],"published-print":{"date-parts":[[2012,6]]},"abstract":"<jats:p> In cooperative stochastic dynamic games a stringent condition \u2014 that of subgame consistency \u2014 is required for a dynamically stable cooperative solution. In particular, a cooperative solution is subgame consistent if an extension of the solution policy to a subgame starting at a later time with a state brought about by prior optimal behavior would remain optimal. This paper extends subgame consistent solutions to cooperative stochastic dynamic (discrete-time) games with random horizon. In the analysis new forms of the stochastic Bellman equation and the stochastic Isaacs\u2013Bellman equation in discrete time are derived. Subgame consistent cooperative solutions are obtained for stochastic dynamic games. Analytically tractable payoff distribution mechanisms which lead to the realization of these solutions are developed. This is the first time that subgame consistent solutions for cooperative stochastic dynamic games with random horizon are presented. <\/jats:p>","DOI":"10.1142\/s0219198912500120","type":"journal-article","created":{"date-parts":[[2012,11,26]],"date-time":"2012-11-26T01:50:12Z","timestamp":1353894612000},"page":"1250012","source":"Crossref","is-referenced-by-count":4,"title":["SUBGAME CONSISTENT SOLUTION FOR COOPERATIVE STOCHASTIC DYNAMIC GAMES WITH RANDOM HORIZON"],"prefix":"10.1142","volume":"14","author":[{"given":"DAVID W. K.","family":"YEUNG","sequence":"first","affiliation":[{"name":"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"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"LEON A.","family":"PETROSYAN","sequence":"additional","affiliation":[{"name":"Faculty of Applied Mathematics-Control Processes, St Petersburg State University, St Petersburg, 198904, Russia"}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"219","published-online":{"date-parts":[[2012,12,30]]},"reference":[{"key":"rf1","unstructured":"T.\u00a0Ba\u015far, New Trends in Dynamic System Theory and Economics, eds. M.\u00a0Aoki and A.\u00a0Marzollo (Academic Press, 1979)\u00a0pp. 3\u201355."},{"key":"rf2","unstructured":"T.\u00a0Ba\u015far, Dynamic Policy Games in Economics, eds. 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