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JOURNALS // Vestnik Sankt-Peterburgskogo Universiteta. Seriya 10. Prikladnaya Matematika. Informatika. Protsessy Upravleniya // Archive

Vestnik S.-Petersburg Univ. Ser. 10. Prikl. Mat. Inform. Prots. Upr., 2011 Issue 4, Pages 47–56 (Mi vspui57)

This article is cited in 9 papers

Applied mathematics

On simplification of integral payoff in differential games with random duration

S. Yu. Kostyunin, E. V. Shevkoplyas

St. Petersburg State University, Faculty of Applied Mathematics and Control Processes

Abstract: A class of differential games with random duration is considered. Conditions for simplification of mathematical expectation of the player’s integral payoff are given. Theoretical results are illustrated with the example of a differential game of pollution control.

Keywords: differential games, integral payoff, random duration, differential game of pollution control.

UDC: 517.977.8+517.977.5


Accepted: May 19, 2011



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