Geodesic
Decision-making in a hybrid two-step problem of dynamic control
Vestnik rossijskih universitetov. Matematika, Tome 23 (2018) no. 123, pp. 415-423

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The equations of motion of the controlled system in the two-step problem under consideration at a fixed time interval contain the controls of either one player or two players. In the first step (stage) of the controlled process (from the initial moment to a certain predetermined moment), only the first player controls the system, which solves the problem of optimal control with a given terminal functional. In the second step (stage) of the process, the first player decides whether the second player will participate in the control process for the remainder of the time, or not. It is assumed that for participation the second player must pay the first side payment in a fixed amount. If «yes», then a non-antagonistic positional differential game is played out, in which the Nash equilibrium is taken as the solution. In addition, players can use «abnormal» behaviors, which can allow players to increase their winnings. If «no», then until the end of the process continues to solve the problem optimal control.
Keywords: optimal control problem, non-antagonistic positional differential game, Nash equilibrium, players’ behavior types. 
@article{VTAMU_2018_23_123_a8,
     author = {A. F. Kleimenov},
     title = {Decision-making in a hybrid two-step problem of dynamic control},
     journal = {Vestnik rossijskih universitetov. Matematika},
     pages = {415--423},
     publisher = {mathdoc},
     volume = {23},
     number = {123},
     year = {2018},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/VTAMU_2018_23_123_a8/}
}
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A. F. Kleimenov. Decision-making in a hybrid two-step problem of dynamic control. Vestnik rossijskih universitetov. Matematika, Tome 23 (2018) no. 123, pp. 415-423. http://geodesic.mathdoc.fr/item/VTAMU_2018_23_123_a8/