Public Good Differential Game with Composite Distribution of Random Time Horizon

Tatyana Balas; Anna Tur

Authors

Tatyana Balas Saint Petersburg State University
Anna Tur Saint Petersburg State University

Abstract

Differential games with random duration are considered. In some cases, the probability density function of the terminal time can change depending on different conditions and we cannot use the standard distribution. The purpose of this work is studying of games with a composite distribution function for terminal time using the dynamic programming methods. The solutions of the cooperative and non-cooperative public good differential game with random duration are considered.

Keywords:

differential games, optimal control, dynamic programming, Hamilton-Jacobi-Bellman equation

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References

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