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Cooperative Differential Games with the Utility Function Switched at a Random Time Moment

  • MATHEMATICAL GAME THEORY AND APPLICATIONS
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Abstract

This paper describes a differential game of \(n \) persons in which the utility functions of the players have a hybrid form; namely, they are changed at a random moment in time. The form of the payoff functional is simplified using integration by parts. For the cooperative scenario, the problem of time-consistency of the optimality principle chosen by the players is studied and a solution is proposed in the form of an adapted imputation procedure. A differential investment game is considered as an example.

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Authors and Affiliations

  1. St. Petersburg State University, St. Petersburg, 199034, Russia

    A. P. Zaremba

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  1. A. P. Zaremba
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Correspondence to A. P. Zaremba.

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Translated by V. Potapchouck

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Zaremba, A.P. Cooperative Differential Games with the Utility Function Switched at a Random Time Moment. Autom Remote Control 83, 1652–1664 (2022). https://doi.org/10.1134/S00051179220100174

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  • DOI: https://doi.org/10.1134/S00051179220100174

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