Optimal solutions in differential games with random duration

DOI10.1007/S10958-014-1897-9MaRDI QIDQ2255649zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 1734466 (Why is no real title available?)
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• A Note on Consistent Naive Intertemporal Decision Making and an Application to the Case of Uncertain Lifetime
• A multigenerational game model to analyze sustainable development
• An optimal control problem with a random stopping time
• Cooperative differential games with stochastic time
• Multistage cooperative games with random duration
• Non-constant discounting in continuous time
• Non-constant discounting in finite horizon: the free terminal time case
• The Hamilton-Jacobi-Bellman equation for a class of differential games with random duration

Cited in

(12)

• Cooperative differential games with continuous updating using Hamilton-Jacobi-Bellman equation
• Differential game model applied in low-carbon chain with continuous updating
• Cooperative differential game model with continuous updating
• On class of non-transferable utility cooperative differential games with continuous updating
• About one differential game model with dynamic updating
• Differential Game Model of Resource Extraction with Continuous and Dynamic Updating
• On the solution of a differential game of managing the investments in an advertising campaign
• About one differential game model with dynamic updating
• Pontryagin's maximum principle for non-cooperative differential games with continuous updating
• Dynamic Programming Equations for the Game-Theoretical Problem with Random Initial Time
• scientific article; zbMATH DE number 6984309 (Why is no real title available?)
• Stable marketing cooperation in a differential game for an oligopoly

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