Stabilizability of Dynamic Coalitional Games with Transferable Utility*

Stabilizing allocations in coalitional games with transferable utility are studied within the framework of uncertain and dynamic stochastic systems. We assume that the excess of allocations relative to the evolution of coalition values can be described by a stochastic differential equation. As main contribution we provide a feedback control law of allocations to maintain the coalition within a target set. We show that the resulting dynamics is second moment stable under our feedback linear-saturated control strategy.