A Survey on Cooperative Stochasti Games with Finite and Infinite Duration

In Contributions to game theory and management, vol. XI. Collected papers presented on the Eleventh International Conference Game Theory and Management / Editors Leon A. Petrosyan, Nikolay A. Zenkevich. - SPb.: Saint Petersburg State University, 2018. - 330 p. The collection contains papers accepted for the Eleventh International Game Theory and Management (June 28-30, 2017, St. Petersburg State University, St. Petersburg, Russia).The paper is a survey on cooperative stochastic games with finite and infinite duration which based on the author's and coauthors' publications. We assume that the non-cooperative stochastic game is initially defined. The cooperative version of the game is constructed, the cooperative solutions are found. The properties of cooperative solutions of the game which are realised in dynamics are considered. Several numerical examples of stochastic games illustrate theoretical results.The work was supported by Russian Science Foundation, project no. 17-11-01079