Geodesic
Looking forward approach with random horizon in cooperative differential games
Contributions to game theory and management, Tome 13 (2020), pp. 360-387

Voir la notice de l'article provenant de la source Math-Net.Ru

In the paper authors present a new approach to determination and computation of a solution for differential games with prescribed duration in the case when players lack certain information about the dynamical system and payoff function on the whole time interval on which the game is played. At each time instant players receive information about dynamical system and payoff functions, however the duration of the period of this information is unknown and can be represented as a random variable with known parameters. At certain periods of time the information is updated. A novel solution is described as a combination of imputation sets in the truncated subgames that are analyzed using Looking Forward Approach with random horizon. A resource extraction game serves as an illustration in order to compare a cooperative trajectory, imputations, and imputation distribution procedure in the game with Looking Forward Approach and in the original game with prescribed duration. Looking Forward Approach is used for constructing game theoretical models and defining solutions for conflict-controlled processes where information about the process updates dynamically.
Keywords: differential games, time-consistency, predictive control. 
@article{CGTM_2020_13_a19,
     author = {Ovanes Petrosian and Sergei Pogozhev},
     title = {Looking forward approach with random horizon in cooperative differential games},
     journal = {Contributions to game theory and management},
     pages = {360--387},
     publisher = {mathdoc},
     volume = {13},
     year = {2020},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/CGTM_2020_13_a19/}
}
TY  - JOUR
AU  - Ovanes Petrosian
AU  - Sergei Pogozhev
TI  - Looking forward approach with random horizon in cooperative differential games
JO  - Contributions to game theory and management
PY  - 2020
SP  - 360
EP  - 387
VL  - 13
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/CGTM_2020_13_a19/
LA  - en
ID  - CGTM_2020_13_a19
ER  - 
%0 Journal Article
%A Ovanes Petrosian
%A Sergei Pogozhev
%T Looking forward approach with random horizon in cooperative differential games
%J Contributions to game theory and management
%D 2020
%P 360-387
%V 13
%I mathdoc
%U http://geodesic.mathdoc.fr/item/CGTM_2020_13_a19/
%G en
%F CGTM_2020_13_a19
Ovanes Petrosian; Sergei Pogozhev. Looking forward approach with random horizon in cooperative differential games. Contributions to game theory and management, Tome 13 (2020), pp. 360-387. http://geodesic.mathdoc.fr/item/CGTM_2020_13_a19/