TY - JOUR

T1 - Looking Forward Approach with Random Horizon in Cooperative Differential Games.

AU - Petrosian, Ovanes

PY - 2020

Y1 - 2020

N2 - In the paper authors present a new approach to determination and computation of a solution for differential games with prescribed duration in the case when players lack certain information about the dynamical system and payoff function on the whole time interval on which the game is played. At each time instant players receive information about dynamical system and payoff functions, however the duration of the period of this information is unknown and can be represented as a random variable with known parameters. At certain periods of time the information is updated. A novel solution is described as a combination of imputation sets in the truncated subgames that are analyzed using Looking Forward Approach with random horizon. A resource extraction game serves as an illustration in order to compare a cooperative trajectory, imputations, and imputation distribution procedure in the game with Looking Forward Approach and in the original game with prescribed duration. Looking Forward Approach is used for construc

AB - In the paper authors present a new approach to determination and computation of a solution for differential games with prescribed duration in the case when players lack certain information about the dynamical system and payoff function on the whole time interval on which the game is played. At each time instant players receive information about dynamical system and payoff functions, however the duration of the period of this information is unknown and can be represented as a random variable with known parameters. At certain periods of time the information is updated. A novel solution is described as a combination of imputation sets in the truncated subgames that are analyzed using Looking Forward Approach with random horizon. A resource extraction game serves as an illustration in order to compare a cooperative trajectory, imputations, and imputation distribution procedure in the game with Looking Forward Approach and in the original game with prescribed duration. Looking Forward Approach is used for construc

KW - differential games

KW - predictive control

KW - time-consistency

KW - differential games

KW - predictive control

KW - time-consistency

M3 - Article

VL - 13

SP - 360

EP - 387

JO - Contributions to Game Theory and Management

JF - Contributions to Game Theory and Management

SN - 2310-2608

ER -