Looking forward approach in cooperative differential games with uncertain stochastic dynamics

DOI10.1007/S10957-016-1009-8zbMath1443.91056OpenAlexW2520646121MaRDI QIDQ511986

Ovanes Petrosian, Andrey E. Barabanov

Publication date: 23 February 2017

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-016-1009-8

zbMATH Keywords

differential gameimputation distribution proceduretime consistencylooking forward approachstrong time consistency

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Differential games (aspects of game theory) (91A23)

Related Items (11)

On class of non-transferable utility cooperative differential games with continuous updating ⋮ About one differential game model with dynamic updating ⋮ The Savage principle and accounting for outcome in single-criterion nonlinear problem under uncertainty ⋮ The Looking Forward Approach in a Differential Game Model of the Oil Market with Non-transferable Utility ⋮ Differential Game Model Applied in Low-Carbon Chain with Continuous Updating ⋮ Infinite Horizon Dynamic Games: A New Approach via Information Updating ⋮ Unnamed Item ⋮ Differential Game Model of Resource Extraction with Continuous and Dynamic Updating ⋮ Pontryagin’s Maximum Principle for Non-cooperative Differential Games with Continuous Updating ⋮ Unnamed Item ⋮ Cooperative differential games with continuous updating using Hamilton–Jacobi–Bellman equation

Uses Software

• UMDES

Cites Work

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