Standard

Cooperative differential games with continuous updating using Hamilton–Jacobi–Bellman equation. / Petrosian, Ovanes; Tur, Anna; Wang, Zeyang; Gao, Hongwei.

In: Optimization Methods and Software, Vol. 36, No. 6, 2021, p. 1099 - 1127.

Research output: Contribution to journal › Article › peer-review

Harvard

Petrosian, O, Tur, A, Wang, Z & Gao, H 2021, 'Cooperative differential games with continuous updating using Hamilton–Jacobi–Bellman equation', Optimization Methods and Software, vol. 36, no. 6, pp. 1099 - 1127. https://doi.org/10.1080/10556788.2020.1802456

APA

Petrosian, O., Tur, A., Wang, Z., & Gao, H. (2021). Cooperative differential games with continuous updating using Hamilton–Jacobi–Bellman equation. Optimization Methods and Software, 36(6), 1099 - 1127. https://doi.org/10.1080/10556788.2020.1802456

Vancouver

Petrosian O, Tur A, Wang Z, Gao H. Cooperative differential games with continuous updating using Hamilton–Jacobi–Bellman equation. Optimization Methods and Software. 2021;36(6): 1099 - 1127. https://doi.org/10.1080/10556788.2020.1802456

Author

Petrosian, Ovanes ; Tur, Anna ; Wang, Zeyang ; Gao, Hongwei. / Cooperative differential games with continuous updating using Hamilton–Jacobi–Bellman equation. In: Optimization Methods and Software. 2021 ; Vol. 36, No. 6. pp. 1099 - 1127.

BibTeX

@article{06d742db2b6e463c9400dcf00bcea0df,
title = "Cooperative differential games with continuous updating using Hamilton–Jacobi–Bellman equation",
abstract = "This paper examines a class of cooperative differential games with continuous updating. Here it is assumed that at each time instant players have or use information about the game structure defined for a closed time interval with fixed duration. The current time continuously evolves with the updating interval. The main problems considered in a cooperative setting with continuous updating is how to define players' cooperative behaviour, how to construct a cooperative trajectory, how to define the characteristic function and how to arrive at a cooperative solution. This paper also addresses the properties of the solution and presents some techniques to fix the process by which a cooperative solution is constructed. Theoretical results are demonstrated on a differential game model of non-renewable resource extraction, initial and continuous updating versions are also considered. Comparison of cooperative strategies, trajectories, characteristic functions and corresponding Shapley values is presented.",
keywords = "characteristic function, cooperative differential game with continuous updating, cooperative differential game with dynamic updating, cooperative strategies, Differential game with continuous updating, differential game with dynamic updating, time consistency",
author = "Ovanes Petrosian and Anna Tur and Zeyang Wang and Hongwei Gao",
year = "2021",
doi = "10.1080/10556788.2020.1802456",
language = "English",
volume = "36",
pages = " 1099 -- 1127",
journal = "Optimization Methods and Software",
issn = "1055-6788",
publisher = "Taylor & Francis",
number = "6",

}

RIS

TY - JOUR

T1 - Cooperative differential games with continuous updating using Hamilton–Jacobi–Bellman equation

AU - Petrosian, Ovanes

AU - Tur, Anna

AU - Wang, Zeyang

AU - Gao, Hongwei

PY - 2021

Y1 - 2021

N2 - This paper examines a class of cooperative differential games with continuous updating. Here it is assumed that at each time instant players have or use information about the game structure defined for a closed time interval with fixed duration. The current time continuously evolves with the updating interval. The main problems considered in a cooperative setting with continuous updating is how to define players' cooperative behaviour, how to construct a cooperative trajectory, how to define the characteristic function and how to arrive at a cooperative solution. This paper also addresses the properties of the solution and presents some techniques to fix the process by which a cooperative solution is constructed. Theoretical results are demonstrated on a differential game model of non-renewable resource extraction, initial and continuous updating versions are also considered. Comparison of cooperative strategies, trajectories, characteristic functions and corresponding Shapley values is presented.

AB - This paper examines a class of cooperative differential games with continuous updating. Here it is assumed that at each time instant players have or use information about the game structure defined for a closed time interval with fixed duration. The current time continuously evolves with the updating interval. The main problems considered in a cooperative setting with continuous updating is how to define players' cooperative behaviour, how to construct a cooperative trajectory, how to define the characteristic function and how to arrive at a cooperative solution. This paper also addresses the properties of the solution and presents some techniques to fix the process by which a cooperative solution is constructed. Theoretical results are demonstrated on a differential game model of non-renewable resource extraction, initial and continuous updating versions are also considered. Comparison of cooperative strategies, trajectories, characteristic functions and corresponding Shapley values is presented.

KW - characteristic function

KW - cooperative differential game with continuous updating

KW - cooperative differential game with dynamic updating

KW - cooperative strategies

KW - Differential game with continuous updating

KW - differential game with dynamic updating

KW - time consistency

UR - http://www.scopus.com/inward/record.url?scp=85090443738&partnerID=8YFLogxK

UR - https://www.mendeley.com/catalogue/006bf5c9-5018-32db-b699-b6f3f3a94ab8/

U2 - 10.1080/10556788.2020.1802456

DO - 10.1080/10556788.2020.1802456

M3 - Article

AN - SCOPUS:85090443738

VL - 36

SP - 1099

EP - 1127

JO - Optimization Methods and Software

JF - Optimization Methods and Software

SN - 1055-6788

IS - 6

ER -

ID: 62445112