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Contributions to Game Theory and Management, 2020, Volume 13, Pages 415–426 (Mi cgtm378)  
Feedback and open-loop Nash equilibria in a class of differential games with random duration

Anna V. Tur, Natalya G. Magnitskaya

St. Petersburg State University, 7/9, Universitetskaya nab., Saint-Petersburg, 199034, Russia
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Abstract: One class of differential games with random duration is considered. It is assumed that duration of the game is a random variable with values from a given finite interval. The game can be interrupted only on this interval. Methods of construction feedback and open-loop Nash equilibria for such games are proposed.
Keywords: differential game, Nash equilibrium, random variable, open-loop strategies, feedback strategies.
Funding agency Grant number
Russian Foundation for Basic Research 18-00-00727 (18-00-00725)
The reported study was funded by RFBR according to the research project N 18-00-00727 (18-00-00725).
Document Type: Article
Language: English
Citation: Anna V. Tur, Natalya G. Magnitskaya, “Feedback and open-loop Nash equilibria in a class of differential games with random duration”, Contributions to Game Theory and Management, 13 (2020), 415–426
Citation in format AMSBIB
\Bibitem{TurMag20}
\by Anna~V.~Tur, Natalya~G.~Magnitskaya
\paper Feedback and open-loop Nash equilibria in a class of differential games with random duration
\jour Contributions to Game Theory and Management
\yr 2020
\vol 13
\pages 415--426
\mathnet{http://mi.mathnet.ru/cgtm378}
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