Dynamic Programming Equations for the Game-Theoretical Problem with Random Initial Time

DOI10.1007/978-3-030-87966-2_45MaRDI QIDQ5054475zbMATH OpenOpenAlexFDO

Authors Anastasiya Malakhova, Ekaterina Gromova

Publication date 29 November 2022

Published in Lecture Notes in Control and Information Sciences - Proceedings (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-030-87966-2_45

Mathematics Subject Classification ID

Dynamic programming (90C39) Differential games (aspects of game theory) (91A23)

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• A differential game model for the extraction of nonrenewable resources with random initial times: the cooperative and competitive cases
• A differential game of joint implementation of environmental projects
• A game-theoretic model of pollution control with asymmetric time horizons
• An optimal control problem with a random stopping time
• DYNAMIC PROGRAMMING AND A NEW FORMALISM IN THE CALCULUS OF VARIATIONS
• Differential games with random duration: a hybrid systems formulation
• LQ Nash Games With Random Entrance: An Infinite Horizon Major Player and Minor Players of Finite Horizons
• Modeling of environmental projects under condition of a random time horizon
• Non-constant discounting and differential games with random time horizon
• On a nonrenewable resource extraction game played by asymmetric firms
• Payoff distribution in a multi-company extraction game with uncertain duration

Cited in

(6)

• A matrix approach to modeling and optimization for dynamic games with random entrance
• The Hamilton-Jacobi-Bellman equation for a class of differential games with random duration
• Cooperative differential games with the utility function switched at a random time moment
• A strategic dynamic programming method for studying short-memory equilibria of stochastic games with uncountable number of states
• Cooperative differential games with the utility function switched at a random time moment
• Solution of a Functional Equation Arising in Continuous Games: A Dynamic Programming Approach

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