Solution of the Differential Game with Hybrid Structure

Authors

  • Ekaterina V. Gromova Saint Petersburg State University
  • Natalya G. Magnitskaya Saint Petersburg State University

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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