Cooperative Markov decision processes: Time consistency, greedy players satisfaction, and cooperation maintenance

We deal with multi-agent Markov Decision Processes (MDPs) in which cooperation among players is allowed. We find a cooperative payoff distribution procedure (MDP-CPDP) that distributes in the course of the game the payoff that players would get in the long run static game. We show under which conditions such a MDP-CPDP fulfills a time consistency property, contents greedy players, and strengthen the coalition cohesiveness throughout

the game.