Non-constant discounting and differential games with random time horizon

DOI10.1016/j.automatica.2011.09.010zbMath1235.49074OpenAlexW2058570726MaRDI QIDQ665187

Ekaterina V. Shevkoplyas, Jesús Marín-Solano

Publication date: 5 March 2012

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2011.09.010

zbMATH Keywords

differential gamesnon-renewable resourcesnon-constant discountingnaive and sophisticated agentsrandom duration

Mathematics Subject Classification ID

Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Optimal stochastic control (93E20)

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