Geodesic
On simplification of integral payoff in differential games with random duration
Vestnik Sankt-Peterburgskogo universiteta. Prikladnaâ matematika, informatika, processy upravleniâ, no. 4 (2011), pp. 47-56

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A class of differential games with random duration is considered. Conditions for simplification of mathematical expectation of the player’s integral payoff are given. Theoretical results are illustrated with the example of a differential game of pollution control.
Keywords: differential games, integral payoff, random duration, differential game of pollution control. 
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     author = {S. Yu. Kostyunin and E. V. Shevkoplyas},
     title = {On simplification of integral payoff in differential games with random duration},
     journal = {Vestnik Sankt-Peterburgskogo universiteta. Prikladna\^a matematika, informatika, processy upravleni\^a},
     pages = {47--56},
     publisher = {mathdoc},
     number = {4},
     year = {2011},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/VSPUI_2011_4_a4/}
}
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S. Yu. Kostyunin; E. V. Shevkoplyas. On simplification of integral payoff in differential games with random duration. Vestnik Sankt-Peterburgskogo universiteta. Prikladnaâ matematika, informatika, processy upravleniâ, no. 4 (2011), pp. 47-56. http://geodesic.mathdoc.fr/item/VSPUI_2011_4_a4/