DOI

This work is aimed at studying the problem of maintaining the sustainability of a cooperative solution in an n-person hybrid differential game. Specifically, we consider a differential game whose payoff function is discounted with a discounting function that changes its structure with time. We solve the problem of time-inconsistency of the cooperative solution using a so-called imputation distribution procedure, which was adjusted for this general class of differential games. The obtained results are illustrated with a specific example of a differential game with random duration and a hybrid cumulative distribution function (CDF). We completely solved the presented example to demonstrate the application of the developed scheme in detail. All results were obtained in analytical form and illustrated by numerical simulations.

Original languageEnglish
Article number1830
Number of pages14
JournalMathematics
Volume9
Issue number15
DOIs
StatePublished - 3 Aug 2021

    Scopus subject areas

  • Mathematics(all)

    Research areas

  • Cooperative differential game, Dynamic programming principle, Hybrid differential game, Imputation distribution procedure, Random time horizon, Time-consistency, hybrid differential game, random time horizon, dynamic programming principle, INVESTMENT, cooperative differential game, imputation distribution procedure, CONSUMPTION, time-consistency

ID: 85309501