This paper focuses on two approaches for calculating optimal controls in cooperative differential games with hybrid structure: namely, the (joint) payoff function has a form of sum of integrals with different but adjoint time intervals. Our methods had been applied for the game-theoretical model with random time horizon T where T has a discrete structure. But the area of application can be more wide.
Original language
English
Pages (from-to)
159-176
Journal
Contributions to Game Theory and Management
Volume
12
State
Published - 2019
Research areas
differential games, random duration, discontinuous cumulative distribution function, discrete random variable, optimal control, Pontryagin's maximum principle