Dynamic games with random duration and uncertain payoffs

Leon A.  Petrosjan; M. Kultina; David W. K. Yeung

doi:10.1515/9783112314104-006

Dynamic games with random duration and uncertain payoffs

Leon A. Petrosjan, M. Kultina, David W. K. Yeung

Research output: Chapter in book/report/conference proceeding › Conference proceeding

Abstract

We consider a differential game on an interval of random length for n players and with the players payoffs which can be change during the game. We prove that the regularised generalised Shapley value of the game is time consistent.

Original language	English
Title of host publication	Probabilistic Methods in Discrete Mathematics
Subtitle of host publication	Proceedings of the Fifth International Petrozavodsk Conference, Petrozavodsk, Russia, June 1–6, 2000
Editors	V. F. Kolchin, V. Ya Kozlov, V. V. Mazalov, Yu. L. Pavlov, Yu. V. Prokhorov
Publisher	de Gruyter
Pages	47-55
Number of pages	9
ISBN (Electronic)	9783112314104
ISBN (Print)	9783112302835
DOIs	https://doi.org/10.1515/9783112314104-006
Publication status	Published - 31 Dec 2002
Externally published	Yes
Event	Fifth International Petrozavodsk Conference - Petrozavodsk, Russian Federation Duration: 1 Jun 2000 → 6 Jun 2000 https://www.degruyter.com/document/doi/10.1515/9783112314104/html

Conference

Conference	Fifth International Petrozavodsk Conference
Country/Territory	Russian Federation
City	Petrozavodsk
Period	1/06/00 → 6/06/00
Internet address	https://www.degruyter.com/document/doi/10.1515/9783112314104/html

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10.1515/9783112314104-006

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Petrosjan, L. A., Kultina, M., & Yeung, D. W. K. (2002). Dynamic games with random duration and uncertain payoffs. In V. F. Kolchin, V. Y. Kozlov, V. V. Mazalov, Y. L. Pavlov, & Y. V. Prokhorov (Eds.), Probabilistic Methods in Discrete Mathematics: Proceedings of the Fifth International Petrozavodsk Conference, Petrozavodsk, Russia, June 1–6, 2000 (pp. 47-55). de Gruyter. https://doi.org/10.1515/9783112314104-006

Petrosjan, Leon A. ; Kultina, M. ; Yeung, David W. K. / Dynamic games with random duration and uncertain payoffs. Probabilistic Methods in Discrete Mathematics: Proceedings of the Fifth International Petrozavodsk Conference, Petrozavodsk, Russia, June 1–6, 2000. editor / V. F. Kolchin ; V. Ya Kozlov ; V. V. Mazalov ; Yu. L. Pavlov ; Yu. V. Prokhorov. de Gruyter, 2002. pp. 47-55

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abstract = "We consider a differential game on an interval of random length for n players and with the players payoffs which can be change during the game. We prove that the regularised generalised Shapley value of the game is time consistent.",

author = "Petrosjan, {Leon A.} and M. Kultina and Yeung, {David W. K.}",

year = "2002",

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doi = "10.1515/9783112314104-006",

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booktitle = "Probabilistic Methods in Discrete Mathematics",

publisher = "de Gruyter",

address = "Germany",

note = "Fifth International Petrozavodsk Conference ; Conference date: 01-06-2000 Through 06-06-2000",

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Petrosjan, LA, Kultina, M & Yeung, DWK 2002, Dynamic games with random duration and uncertain payoffs. in VF Kolchin, VY Kozlov, VV Mazalov, YL Pavlov & YV Prokhorov (eds), Probabilistic Methods in Discrete Mathematics: Proceedings of the Fifth International Petrozavodsk Conference, Petrozavodsk, Russia, June 1–6, 2000. de Gruyter, pp. 47-55, Fifth International Petrozavodsk Conference, Petrozavodsk, Russian Federation, 1/06/00. https://doi.org/10.1515/9783112314104-006

Dynamic games with random duration and uncertain payoffs. / Petrosjan, Leon A. ; Kultina, M.; Yeung, David W. K.

Probabilistic Methods in Discrete Mathematics: Proceedings of the Fifth International Petrozavodsk Conference, Petrozavodsk, Russia, June 1–6, 2000. ed. / V. F. Kolchin; V. Ya Kozlov; V. V. Mazalov; Yu. L. Pavlov; Yu. V. Prokhorov. de Gruyter, 2002. p. 47-55.

Research output: Chapter in book/report/conference proceeding › Conference proceeding

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AB - We consider a differential game on an interval of random length for n players and with the players payoffs which can be change during the game. We prove that the regularised generalised Shapley value of the game is time consistent.

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DO - 10.1515/9783112314104-006

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BT - Probabilistic Methods in Discrete Mathematics

A2 - Kolchin, V. F.

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Petrosjan LA, Kultina M, Yeung DWK. Dynamic games with random duration and uncertain payoffs. In Kolchin VF, Kozlov VY, Mazalov VV, Pavlov YL, Prokhorov YV, editors, Probabilistic Methods in Discrete Mathematics: Proceedings of the Fifth International Petrozavodsk Conference, Petrozavodsk, Russia, June 1–6, 2000. de Gruyter. 2002. p. 47-55 doi: 10.1515/9783112314104-006

Dynamic games with random duration and uncertain payoffs

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