Результаты исследований: Научные публикации в периодических изданиях › статья
Уравнение Гамильтона-Якоби-Беллмана в дифференциальных играх со случайной продолжительностью. / Шевкопляс, Е.В.
в: УПРАВЛЕНИЕ БОЛЬШИМИ СИСТЕМАМИ: СБОРНИК ТРУДОВ, № 26-1, 2009, стр. 385-408.Результаты исследований: Научные публикации в периодических изданиях › статья
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TY - JOUR
T1 - Уравнение Гамильтона-Якоби-Беллмана в дифференциальных играх со случайной продолжительностью
AU - Шевкопляс, Е.В.
PY - 2009
Y1 - 2009
N2 - The class of differential games with random duration is studied. It turns out that the problem with random duration of the game can be simplified to the standard problem with infinite time horizon. The Hamilton-Jacobi-Bellman equation which help us to find the optimal solution under condition of random duration of the processes is derived. The results are illustrated with a game-theoretical model of non-renewable resource extraction. The problem is analyzed under condition of Weibull distribution for the random terminal time of the game.
AB - The class of differential games with random duration is studied. It turns out that the problem with random duration of the game can be simplified to the standard problem with infinite time horizon. The Hamilton-Jacobi-Bellman equation which help us to find the optimal solution under condition of random duration of the processes is derived. The results are illustrated with a game-theoretical model of non-renewable resource extraction. The problem is analyzed under condition of Weibull distribution for the random terminal time of the game.
M3 - статья
SP - 385
EP - 408
JO - УПРАВЛЕНИЕ БОЛЬШИМИ СИСТЕМАМИ: СБОРНИК ТРУДОВ
JF - УПРАВЛЕНИЕ БОЛЬШИМИ СИСТЕМАМИ: СБОРНИК ТРУДОВ
SN - 1819-2440
IS - 26-1
ER -
ID: 5151564