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Contributions to Game Theory and Management, 2019, Volume 12, Pages 159–176
(Mi cgtm342)
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This article is cited in 1 scientific paper (total in 1 paper)
Solution of the differential game with hybrid structure
Ekaterina V. Gromova, Natalya G. Magnitskaya St. Petersburg State University, 7/9 Universitetskaya nab., St. Petersburg, 199034, Russia
Abstract:
This paper focuses on two approaches for calculating optimal controls in cooperative differential games with hybrid structure: namely, the (joint) payoff function has a form of sum of integrals with different but adjoint time intervals.
Our methods had been applied for the game-theoretical model with random time horizon $T$ where $T$ has a discrete structure. But the area of application can be more wide.
Keywords:
differential games, random duration, discontinuous cumulative distribution function, discrete random variable, optimal control, Pontryagin's maximum principle.
Citation:
Ekaterina V. Gromova, Natalya G. Magnitskaya, “Solution of the differential game with hybrid structure”, Contributions to Game Theory and Management, 12 (2019), 159–176
Linking options:
https://www.mathnet.ru/eng/cgtm342 https://www.mathnet.ru/eng/cgtm/v12/p159
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