Geodesic
Differential games with random duration: a hybrid systems formulation
Contributions to game theory and management, Tome 7 (2014), pp. 104-119

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The contribution of this paper is two-fold. First, a new class of differential games with random duration and a composite cumulative distribution function is introduced. Second, it is shown that these games can be well defined within the hybrid systems framework and that the problem of finding the optimal strategy can be posed and solved with the methods of hybrid optimal control theory. An illustrative example is given.
Keywords: games, hybrid, etc. 
@article{CGTM_2014_7_a9,
     author = {Dmitry Gromov and Ekaterina Gromova},
     title = {Differential games with random duration: a hybrid systems formulation},
     journal = {Contributions to game theory and management},
     pages = {104--119},
     publisher = {mathdoc},
     volume = {7},
     year = {2014},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/CGTM_2014_7_a9/}
}
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Dmitry Gromov; Ekaterina Gromova. Differential games with random duration: a hybrid systems formulation. Contributions to game theory and management, Tome 7 (2014), pp. 104-119. http://geodesic.mathdoc.fr/item/CGTM_2014_7_a9/