Optimal solutions in differential games with random duration

DOI10.1007/S10958-014-1897-9zbMATH Open1305.91041OpenAlexW2007046911MaRDI QIDQ2255649FDOQ2255649

Authors: Ekaterina Shevkoplyas 

Publication date: 17 February 2015

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-014-1897-9

Recommendations

• scientific article; zbMATH DE number 3976825
• Differential games with random terminal instants
• scientific article; zbMATH DE number 4027226
• Differential games of prescribed duration
• scientific article; zbMATH DE number 3963608
• Feedback solution for class of differential games with random duration
• Differential games with random duration: a hybrid systems formulation
• Differential games of fixed duration in the framework of relaxed strategies
• Optimal control in differential games with nonfixed termination time

Mathematics Subject Classification ID

Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Optimality conditions for problems involving randomness (49K45)

Cites Work

• Title not available (Why is that?)
• Non-constant discounting in finite horizon: the free terminal time case
• A multigenerational game model to analyze sustainable development
• Non-constant discounting in continuous time
• Title not available (Why is that?)
• An optimal control problem with a random stopping time
• Multistage cooperative games with random duration
• The Hamilton-Jacobi-Bellman equation for a class of differential games with random duration
• A Note on Consistent Naive Intertemporal Decision Making and an Application to the Case of Uncertain Lifetime
• Cooperative differential games with stochastic time

Cited In (12)

• On class of non-transferable utility cooperative differential games with continuous updating
• About one differential game model with dynamic updating
• Title not available (Why is that?)
• Dynamic Programming Equations for the Game-Theoretical Problem with Random Initial Time
• Title not available (Why is that?)
• Pontryagin’s Maximum Principle for Non-cooperative Differential Games with Continuous Updating
• Differential Game Model of Resource Extraction with Continuous and Dynamic Updating
• Differential Game Model Applied in Low-Carbon Chain with Continuous Updating
• Cooperative differential games with continuous updating using Hamilton–Jacobi–Bellman equation
• On the solution of a differential game of managing the investments in an advertising campaign
• Stable Marketing Cooperation in a Differential Game for an Oligopoly
• Title not available (Why is that?)

This page was built for publication: Optimal solutions in differential games with random duration

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2255649)