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
Downloads
References
Downloads
Published
How to Cite
Issue
Section
License
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.