Abstract
Uncertain differential game deals with conflicts among players in a dynamic system perturbed by a Liu process. However, the attitude of player toward risk is complicated, i.e., the player is neither risk-averse nor risk-loving, instead, the player shows a hybrid attitude. To this end, this paper models the hybrid attitude by Hurwicz criterion and merges Hurwicz criterion with uncertain differential game. Feedback Nash equilibrium is given as a solution concept for this novel uncertain differential game and a sufficient condition is established to obtain the feedback Nash equilibrium. Finally, an uncertain sale-advertising differential equation is proposed and an uncertain competitive advertising game is given for illustrating purpose.
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Wang, Z. Uncertain differential game with Hurwicz criterion. J Ambient Intell Human Comput 14, 16243–16253 (2023). https://doi.org/10.1007/s12652-022-03845-6
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DOI: https://doi.org/10.1007/s12652-022-03845-6