## Abstract

We consider a sequence of transferable utility (TU) games where, at each time, the characteristic function is a random vector with realizations restricted to some set of values. The first part of the paper contributes to the definition of a robust (coalitional) TU game and the development of a distributed bargaining protocol. We prove the convergence with probability 1 of the bargaining process to a random allocation that lies in the core of the robust game under some mild conditions on the underlying communication graphs. The second part of the paper addresses the more general case where the robust game may have empty core. In this case, with the dynamic game we associate a dynamic average game by averaging over time the sequence of characteristic functions. Then, we consider an accordingly modified bargaining protocol. Assuming that the sequence of characteristic functions is ergodic and the core of the average game has a nonempty relative interior, we show that the modified bargaining protocol converges with probability 1 to a random allocation that lies in the core of the average game.

Original language | English (US) |
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Article number | 6395804 |

Pages (from-to) | 1363-1376 |

Number of pages | 14 |

Journal | IEEE Transactions on Automatic Control |

Volume | 58 |

Issue number | 6 |

DOIs | |

State | Published - 2013 |

Externally published | Yes |

## Keywords

- Allocation processes
- coalitional games with transferable utilities
- consensus
- game theory
- multiagent systems
- stochastic stability

## ASJC Scopus subject areas

- Control and Systems Engineering
- Computer Science Applications
- Electrical and Electronic Engineering