Scientific publications

А.П. Заремба.

Кооперативные дифференциальные игры со случайным моментом переключения функции полезности

// Математическая Теория Игр и ее Приложения, т. 14, в. 2. 2022. C. 31-50

Anastasiia P. Zaremba. Cooperative differential games with the utility function switched at a random time moment // Mathematical game theory and applications. Vol 13. No 2. 2022. Pp. 31-50

Keywords: cooperative games, differential games, time-consistency problem, random duration, hybris differential games, imputation distribution procedure

This paper describes a differential game of n persons in which the utility functions of the players have a hybrid form, namely, they are changed at a random moment in time. With the help of integration in parts, the form of the payoff functional is simplified. For the cooperative scenario the problem of time-consistency of the optimality principle chosen by the players is studied and a solution is proposed in the form of an adapted imputation distribution procedure. The differential investment game is considered as an example.

DOI: 10.17076/mgta_2022_2_49

Indexed at RSCI, RSCI (WS)

vol14_2_31-50_zaremba.pdf (258 Kb, total downloads: 64)

Last modified: January 19, 2023