Cooperative differential games with continuous updating using Hamilton–Jacobi–Bellman equation

Результат исследований: Научные публикации в периодических изданияхстатья

Аннотация

This paper examines a class of cooperative differential games with continuous updating. Here it is assumed that at each time instant players have or use information about the game structure defined for a closed time interval with fixed duration. The current time continuously evolves with the updating interval. The main problems considered in a cooperative setting with continuous updating is how to define players' cooperative behaviour, how to construct a cooperative trajectory, how to define the characteristic function and how to arrive at a cooperative solution. This paper also addresses the properties of the solution and presents some techniques to fix the process by which a cooperative solution is constructed. Theoretical results are demonstrated on a differential game model of non-renewable resource extraction, initial and continuous updating versions are also considered. Comparison of cooperative strategies, trajectories, characteristic functions and corresponding Shapley values is presented.

Язык оригиналаанглийский
ЖурналOptimization Methods and Software
DOI
СостояниеЭлектронная публикация перед печатью - 10 сен 2020

Предметные области Scopus

  • Программный продукт
  • Теория оптимизации
  • Прикладная математика

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