Optimization Days 2026

HEC Montréal, Québec, Canada

May 11 — 13, 2026

MP2 - Plénière 2 / Plenary 2

May 11 2026 14:00 – 15:00

Location: Amphithéâtre Banque Nationale

Chaired by Olivier Bahn

1 Presentation

14:00 - 15:00

Sustainability of cooperation in dynamic stochastic games: How to avoid divorce?

  • Georges Zaccour, speaker, GERAD, HEC Montréal

A central issue in dynamic cooperative games concerns the sustainability of cooperation over time, namely, the conditions under which an agreement concluded at the initial date remains enforceable throughout the evolution of the game. In this presentation, I examine both classical and recent approaches to addressing this issue within the framework of dynamic discrete-time stochastic games, where uncertainty is modeled through an event tree. This framework proves particularly well suited for the analysis of a broad class of problems in management science, economics, and engineering, as it provides a natural representation of accumulation processes, uncertainty, and strategic interactions involving both cooperative and competitive behavior among players.