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Contributions to Game Theory and Management
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Contributions to Game Theory and Management, 2020, том 13, страницы 360–387 (Mi cgtm375)  

Looking forward approach with random horizon in cooperative differential games

Ovanes Petrosianab, Sergei Pogozheva

a St. Petersburg State University, Faculty of Applied Mathematics and Control Processes, Universitetskaya emb. 7/9, St.Petersburg, 198504, Russia
b National Research University Higher School of Economics, 3A Kantemirovskaya Street, Saint Petersburg, Russia
Список литературы:
Аннотация: In the paper authors present a new approach to determination and computation of a solution for differential games with prescribed duration in the case when players lack certain information about the dynamical system and payoff function on the whole time interval on which the game is played. At each time instant players receive information about dynamical system and payoff functions, however the duration of the period of this information is unknown and can be represented as a random variable with known parameters. At certain periods of time the information is updated. A novel solution is described as a combination of imputation sets in the truncated subgames that are analyzed using Looking Forward Approach with random horizon. A resource extraction game serves as an illustration in order to compare a cooperative trajectory, imputations, and imputation distribution procedure in the game with Looking Forward Approach and in the original game with prescribed duration. Looking Forward Approach is used for constructing game theoretical models and defining solutions for conflict-controlled processes where information about the process updates dynamically.
Ключевые слова: differential games, time-consistency, predictive control.
Финансовая поддержка Номер гранта
Российский научный фонд 18-71-00081
The research of first author was supported by a grant from the Russian Science Foundation (Project No 18-71-00081).
Тип публикации: Статья
Язык публикации: английский
Образец цитирования: Ovanes Petrosian, Sergei Pogozhev, “Looking forward approach with random horizon in cooperative differential games”, Contributions to Game Theory and Management, 13 (2020), 360–387
Цитирование в формате AMSBIB
\RBibitem{PetPog20}
\by Ovanes~Petrosian, Sergei~Pogozhev
\paper Looking forward approach with random horizon in cooperative differential games
\jour Contributions to Game Theory and Management
\yr 2020
\vol 13
\pages 360--387
\mathnet{http://mi.mathnet.ru/cgtm375}
Образцы ссылок на эту страницу:
  • https://www.mathnet.ru/rus/cgtm375
  • https://www.mathnet.ru/rus/cgtm/v13/p360
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