Geodesic
Public good differential game with composite distribution of random time horizon
Contributions to game theory and management, Tome 16 (2023), pp. 7-19

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Differential games with random duration are considered. In some cases, the probability density function of the terminal time can change depending on different conditions and we cannot use the standard distribution. The purpose of this work is studying of games with a composite distribution function for terminal time using the dynamic programming methods. The solutions of the cooperative and non-cooperative public good differential game with random duration are considered.
Keywords: differential games, optimal control, dynamic programming, Hamilton-Jacobi-Bellman equation. 
@article{CGTM_2023_16_a1,
     author = {Tatyana Balas and Anna Tur},
     title = {Public good differential game with composite distribution of random time horizon},
     journal = {Contributions to game theory and management},
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     volume = {16},
     year = {2023},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/CGTM_2023_16_a1/}
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Tatyana Balas; Anna Tur. Public good differential game with composite distribution of random time horizon. Contributions to game theory and management, Tome 16 (2023), pp. 7-19. http://geodesic.mathdoc.fr/item/CGTM_2023_16_a1/