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Matematicheskaya Teoriya Igr i Ee Prilozheniya, 2014, Volume 6, Issue 3, Pages 76–92 (Mi mgta140)  
This article is cited in 1 scientific paper (total in 1 paper)

Linear-quadratic stochastic discrete-time dynamic games with random duration

Anna V. Tur

St. Petersburg State University, Faculty of Applied Mathematics and Control Processes
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Abstract: The paper considers linear-quadratic stochastic discrete-time dynamic games with random duration. The Nash equilibrium in such class of games is found. The cooperative solution is obtained. The time consistency of this solution is studied. The paper considers the example.
Keywords: linear-quadratic games, stochastic games, games with random duration, Nash equilibrium, cooperative games, time consistency, payoff distribution procedure, proportional solution.
Document Type: Article
UDC: 519.837.3
BBC: 22.18
Language: Russian
Citation: Anna V. Tur, “Linear-quadratic stochastic discrete-time dynamic games with random duration”, Mat. Teor. Igr Pril., 6:3 (2014), 76–92
Citation in format AMSBIB
\Bibitem{Tur14}
\by Anna~V.~Tur
\paper Linear-quadratic stochastic discrete-time dynamic games with random duration
\jour Mat. Teor. Igr Pril.
\yr 2014
\vol 6
\issue 3
\pages 76--92
\mathnet{http://mi.mathnet.ru/mgta140}
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  • https://www.mathnet.ru/eng/mgta/v6/i3/p76
    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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