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JOURNALS // Contributions to Game Theory and Management // Archive

Contributions to Game Theory and Management, 2019 Volume 12, Pages 159–176 (Mi cgtm342)

This article is cited 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.

Language: English



© Steklov Math. Inst. of RAS, 2024