Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review
Pontryagin’s Maximum Principle for Non-cooperative Differential Games with Continuous Updating. / Petrosian, Ovanes; Tur, Anna; Zhou, Jiangjing.
Mathematical Optimization Theory and Operations Research : 19th International Conference, MOTOR 2020, Revised Selected Papers. ed. / Yury Kochetov; Igor Bykadorov; Tatiana Gruzdeva. Springer Nature, 2020. p. 256-270 (Communications in Computer and Information Science; Vol. 1275 CCIS).Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review
}
TY - GEN
T1 - Pontryagin’s Maximum Principle for Non-cooperative Differential Games with Continuous Updating
AU - Petrosian, Ovanes
AU - Tur, Anna
AU - Zhou, Jiangjing
N1 - Petrosian O., Tur A., Zhou J. (2020) Pontryagin’s Maximum Principle for Non-cooperative Differential Games with Continuous Updating. In: Kochetov Y., Bykadorov I., Gruzdeva T. (eds) Mathematical Optimization Theory and Operations Research. MOTOR 2020. Communications in Computer and Information Science, vol 1275. Springer, Cham. https://doi.org/10.1007/978-3-030-58657-7_22
PY - 2020
Y1 - 2020
N2 - The paper is devoted to the optimality conditions as determined by Pontryagin’s maximum principle for a non-cooperative differential game with continuous updating. Here it is assumed that at each time instant players have or use information about the game structure defined for the closed time interval with a fixed duration. The major difficulty in such a setting is how to define players’ behavior as the time evolves. Current time continuously evolves with an updating interval. As a solution for a non-cooperative game model, we adopt an open-loop Nash equilibrium within a setting of continuous updating. Theoretical results are demonstrated on an advertising game model, both initial and continuous updating versions are considered. A comparison of non-cooperative strategies and trajectories for both cases are presented.
AB - The paper is devoted to the optimality conditions as determined by Pontryagin’s maximum principle for a non-cooperative differential game with continuous updating. Here it is assumed that at each time instant players have or use information about the game structure defined for the closed time interval with a fixed duration. The major difficulty in such a setting is how to define players’ behavior as the time evolves. Current time continuously evolves with an updating interval. As a solution for a non-cooperative game model, we adopt an open-loop Nash equilibrium within a setting of continuous updating. Theoretical results are demonstrated on an advertising game model, both initial and continuous updating versions are considered. A comparison of non-cooperative strategies and trajectories for both cases are presented.
KW - Differential games with continuous updating
KW - Hamiltonian
KW - Open-loop Nash equilibrium
KW - Pontryagin’s maximum principle
UR - http://www.scopus.com/inward/record.url?scp=85092107609&partnerID=8YFLogxK
UR - https://www.mendeley.com/catalogue/96e57c99-ff7e-3a3b-bcf2-b6684f142979/
U2 - 10.1007/978-3-030-58657-7_22
DO - 10.1007/978-3-030-58657-7_22
M3 - Conference contribution
AN - SCOPUS:85092107609
SN - 9783030586560
T3 - Communications in Computer and Information Science
SP - 256
EP - 270
BT - Mathematical Optimization Theory and Operations Research
A2 - Kochetov, Yury
A2 - Bykadorov, Igor
A2 - Gruzdeva, Tatiana
PB - Springer Nature
T2 - 19th International Conference on Mathematical Optimization Theory and Operations Research,MOTOR 2020
Y2 - 6 July 2020 through 10 July 2020
ER -
ID: 70984324