Geodesic
Feedback and open-loop Nash equilibria in a class of differential games with random duration
Contributions to game theory and management, Tome 13 (2020), pp. 415-426

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One class of differential games with random duration is considered. It is assumed that duration of the game is a random variable with values from a given finite interval. The game can be interrupted only on this interval. Methods of construction feedback and open-loop Nash equilibria for such games are proposed.
Keywords: differential game, Nash equilibrium, random variable, open-loop strategies, feedback strategies. 
@article{CGTM_2020_13_a22,
     author = {Anna V. Tur and Natalya G. Magnitskaya},
     title = {Feedback and open-loop {Nash} equilibria in a class of differential games with random duration},
     journal = {Contributions to game theory and management},
     pages = {415--426},
     publisher = {mathdoc},
     volume = {13},
     year = {2020},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/CGTM_2020_13_a22/}
}
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Anna V. Tur; Natalya G. Magnitskaya. Feedback and open-loop Nash equilibria in a class of differential games with random duration. Contributions to game theory and management, Tome 13 (2020), pp. 415-426. http://geodesic.mathdoc.fr/item/CGTM_2020_13_a22/