Solution of the Differential Game with Hybrid Structure
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
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Published
2022-02-16
How to Cite
Gromova, E. V., & Magnitskaya, N. G. (2022). Solution of the Differential Game with Hybrid Structure. Contributions to Game Theory and Management, 12. Retrieved from https://gametheory.spbu.ru/article/view/12908
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Articles of "Contributions to Game Theory and Management" are open access distributed under the terms of the License Agreement with Saint Petersburg State University, which permits to the authors unrestricted distribution and self-archiving free of charge.
