Geodesic
On the Construction of the Characteristic Function in Cooperative Differential Games with Random Duration
Contributions to game theory and management, Tome 1 (2007), pp. 460-477

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The class of cooperative differential games with random duration is studied. The problem of characteristic function construction is researched. The Hamilton–Jacobi–Bellman equation for the problem with random duration is derived. The method of calculating the characteristic function values with the help of given equation is represented as algorithm. The results are illustrated with the examples.
Keywords: Cooperation, differential games, random duration, characteristic function, the Hamilton–Jacobi–Bellman equation, resource extraction. 
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     author = {Ekaterina Shevkoplyas},
     title = {On the {Construction} of the {Characteristic} {Function} in {Cooperative} {Differential} {Games} with {Random} {Duration}},
     journal = {Contributions to game theory and management},
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     language = {en},
     url = {http://geodesic.mathdoc.fr/item/CGTM_2007_1_a27/}
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Ekaterina Shevkoplyas. On the Construction of the Characteristic Function in Cooperative Differential Games with Random Duration. Contributions to game theory and management, Tome 1 (2007), pp. 460-477. http://geodesic.mathdoc.fr/item/CGTM_2007_1_a27/