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

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

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.

Language: English



© Steklov Math. Inst. of RAS, 2024