title: Random information horizon for a class of differential games with continuous updating
metadata.name: dc.contributor.author
metadata.value: Tur, Anna V.
metadata.lang: -
metadata.name: dc.contributor.author
metadata.value: Petrosian, Ovanes L.
metadata.lang: -
metadata.name: dc.date.accessioned
metadata.value: 2023-01-19T19:42:16Z
metadata.lang: -
metadata.name: dc.date.available
metadata.value: 2023-01-19T19:42:16Z
metadata.lang: -
metadata.name: dc.date.issued
metadata.value: 2022-09
metadata.lang: -
metadata.name: dc.identifier.citation
metadata.value: Tur A. V., Petrosian O. L. Random information horizon for a class of differential games with continuous updating. Vestnik of Saint Petersburg University. Applied Mathematics. Computer Science. Control Processes, 2022, vol. 18, iss. 3, pp. 337–346.
metadata.lang: en_GB
metadata.name: dc.identifier.other
metadata.value: https://doi.org/10.21638/11701/spbu10.2022.304
metadata.lang: -
metadata.name: dc.identifier.uri
metadata.value: http://hdl.handle.net/11701/38864
metadata.lang: -
metadata.name: dc.description.abstract
metadata.value: In the paper we consider a class of the differential games with continuous updating with random information horizon. It is assumed that at each time instant, players have information about the game (motion equations and payoff functions) for a time interval with the length theta and as the time evolves information about the game updates. We first considered this type of games in 2019. Here we additionally assume that theta is a random variable. The subject of the current paper is definition of Nash equilibrium based solution concept and solution technique based on Hamilton—Jacobi—Bellman equations.
metadata.lang: en_GB
metadata.name: dc.description.sponsorship
metadata.value: The work of the first author was funded by the Russian Foundation for Basic Research and Deutsche
  Forschungsgemeinschaft (DFG) (project N 21-51-12007). The work of the second author was carried out
  under the auspices of a grant from the President of the Russian Federation for state support of young
  Russian scientists — candidates of science (project N MK-4674.2021.1.1).
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: Vestnik of St Petersburg University. Applied Mathematics. Computer Science. Control Processes;Volume 18; Issue 3
metadata.lang: -
metadata.name: dc.subject
metadata.value: differential games with continuous updating
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: Nash equilibrium
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: Hamilton — Jacobi — Bellman equation
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: random information horizon
metadata.lang: en_GB
metadata.name: dc.title
metadata.value: Random information horizon for a class of differential games with continuous updating
metadata.lang: en_GB
metadata.name: dc.type
metadata.value: Article
metadata.lang: en_GB
resources.filename: 14517-Текст статьи-47923-1-10-20221010.pdf
resources.url: https://dspace.spbu.ru/bitstream/11701/38864/1/14517-%d0%a2%d0%b5%d0%ba%d1%81%d1%82%20%d1%81%d1%82%d0%b0%d1%82%d1%8c%d0%b8-47923-1-10-20221010.pdf
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