Repeated N-Person Stochastic Cooperative Games: Superadditivity, Convexity

This paper takes the model of stochastic cooperative games, which introduced by Suijs et al in 1999 as a base, then defines the conception of repeated stochastic cooperative games. It applies the notion of certainty equivalents of stochastic cooperative games, which introduced by Suijs et al (1999) and defines the conception of superadditivity and convexity of repeated stochastic cooperative games. It shows that such a repeated stochastic cooperative games satisfies properties like superadditivity and convexity if and only if the corresponding deterministic repeated cooperative games satisfies these properties.