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There are some algorithms and methods around, that allow cooperative pathfinding. Unfortunately they all seem to aim at avoiding collisions or conflicts between entities.

I'm looking for an algorithm that allows agents to explicitly join their paths to go some part of the way together if that minimizes the overall costs, regardless of individual costs (e.g. using the wind shadow of another car)

Is there any research going on in this area that I'm not aware of, or are there even algorithms around that solve such problems?

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This may be related to network formation games - games in which players try to find a path in a network, and collaborating along a path reduces the cost for both players (i.e. the cost is shared) This paper may be of help.

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