The contribution of this paper is two-fold. First, a new class of differential games with random duration and a composite cumulative distribution function is introduced. Second, it is shown that these games can be well defined within the hybrid systems framework and that the problem of finding the optimal strategy can be posed and solved with the methods of hybrid optimal control theory. An illustrative example is given.

Original languageEnglish
Title of host publicationCONTRIBUTIONS TO GAME THEORY AND MANAGEMENT, VOL VII
EditorsLA Petrosyan, NA Zenkevich
PublisherИздательство Санкт-Петербургского университета
Pages104-119
Number of pages16
Volume7
StatePublished - 2014
Event7th International Conference on Game Theory and Management - St Petersburg
Duration: 26 Jun 201328 Jun 2013

Publication series

NameContributions to Game Theory and Management
PublisherST PETERSBURG UNIV GRAD SCH MANAGEMENT
ISSN (Print)2310-2608

Conference

Conference7th International Conference on Game Theory and Management
CitySt Petersburg
Period26/06/1328/06/13

    Research areas

  • games, hybrid, etc.

ID: 43416280