Constrained consensus for bargaining in dynamic coalitional TU games

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. We assume that the players in the game interact only with their neighbors, where the neighbors may vary over time. The main contributions of the paper are 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 protocol to a random allocation that lies in the core of the robust game under some mild conditions on the players' communication graphs.