title: Looking forward approach with random horizon in cooperative differential games
metadata.name: dc.contributor.author
metadata.value: Petrosian, Ovanes
metadata.lang: -
metadata.name: dc.contributor.author
metadata.value: Pogozhev, Sergei
metadata.lang: -
metadata.name: dc.date.accessioned
metadata.value: 2020-11-19T09:55:08Z
metadata.lang: -
metadata.name: dc.date.available
metadata.value: 2020-11-19T09:55:08Z
metadata.lang: -
metadata.name: dc.date.issued
metadata.value: 2020-09-01
metadata.lang: -
metadata.name: dc.identifier.uri
metadata.value: http://hdl.handle.net/11701/20707
metadata.lang: -
metadata.name: dc.description.abstract
metadata.value: In the paper authors present a new approach to determination and computation of a solution for differential games with prescribed duration in the case when players lack certain information about the dynamical system and payoff function on the whole time interval on which the game is played. At each time instant players receive information about dynamical system and payoff functions, however the duration of the period of this information is unknown and can be represented as a random variable with known parameters. At certain periods of time the information is updated. A novel solution is described as a combination of imputation sets in the truncated subgames that are analyzed using Looking Forward Approach with random horizon. A resource extraction game serves as an illustration in order to compare a cooperative trajectory, imputations, and imputation distribution procedure in the game with Looking Forward Approach and in the original game with prescribed duration. Looking Forward Approach is used for constructing game theoretical models and defining solutions for conflict-controlled processes where information about the process updates dynamically.
metadata.lang: en_GB
metadata.name: dc.language.iso
metadata.value: en
metadata.lang: en_GB
metadata.name: dc.publisher
metadata.value: St. Petersburg State University
metadata.lang: en_GB
metadata.name: dc.relation.ispartofseries
metadata.value: Contributions to Game Theory and Management, vol. XIII, 360–387;
metadata.lang: -
metadata.name: dc.title
metadata.value: Looking forward approach with random horizon in cooperative differential games
metadata.lang: en_GB
metadata.name: dc.type
metadata.value: Article
metadata.lang: en_GB
resources.filename: Petrosian_Pogozhev(360-387).pdf
resources.url: https://dspace.spbu.ru/bitstream/11701/20707/1/Petrosian_Pogozhev%28360-387%29.pdf
resources.format: Adobe PDF
resources.size: 3,2 MB