Geodesic
Linear-quadratic stochastic discrete-time dynamic games with random duration
Matematičeskaâ teoriâ igr i eë priloženiâ, Tome 6 (2014) no. 3, pp. 76-92

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The paper considers linear-quadratic stochastic discrete-time dynamic games with random duration. The Nash equilibrium in such class of games is found. The cooperative solution is obtained. The time consistency of this solution is studied. The paper considers the example.
Keywords: linear-quadratic games, stochastic games, games with random duration, Nash equilibrium, cooperative games, time consistency, payoff distribution procedure
Mots-clés : proportional solution. 
@article{MGTA_2014_6_3_a3,
     author = {Anna V. Tur},
     title = {Linear-quadratic stochastic discrete-time dynamic games with random duration},
     journal = {Matemati\v{c}eska\^a teori\^a igr i e\"e prilo\v{z}eni\^a},
     pages = {76--92},
     publisher = {mathdoc},
     volume = {6},
     number = {3},
     year = {2014},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/MGTA_2014_6_3_a3/}
}
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Anna V. Tur. Linear-quadratic stochastic discrete-time dynamic games with random duration. Matematičeskaâ teoriâ igr i eë priloženiâ, Tome 6 (2014) no. 3, pp. 76-92. http://geodesic.mathdoc.fr/item/MGTA_2014_6_3_a3/