Dynamic Games with Random Duration and Uncertain Payoffs

L. A. Petrosyan, M. Kultina, D. Yeung

Research output: Chapter in book/report/conference proceedingConference proceeding


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 languageEnglish
Title of host publicationProbabilistic Methods in Discrete Mathematics
Subtitle of host publicationProceedings of the Fifth International Petrozavodsk Conference, Petrozavodsk, Russia, June 1–6, 2000
EditorsV. F. Kolchin, V. Ya Kozlov, V. V. Mazalov, Yu. L. Pavlov, Yu. V. Prokhorov
Place of PublicationNetherlands
Publisherde Gruyter
Number of pages9
ISBN (Electronic)9783112314104
ISBN (Print)9783112302835, 9067643599
Publication statusPublished - 31 Dec 2002
Externally publishedYes
EventFifth International Petrozavodsk Conference - Petrozavodsk, Russian Federation
Duration: 1 Jun 20006 Jun 2000
https://www.degruyter.com/document/doi/10.1515/9783112314104/html (Link to conference proceedings)


ConferenceFifth International Petrozavodsk Conference
Country/TerritoryRussian Federation
Internet address


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