Dynamic games with random duration and uncertain payoffs

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

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

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 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
Publisherde Gruyter
Pages47-55
Number of pages9
ISBN (Electronic)9783112314104
ISBN (Print)9783112302835
DOIs
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

Conference

ConferenceFifth International Petrozavodsk Conference
Country/TerritoryRussian Federation
CityPetrozavodsk
Period1/06/006/06/00
Internet address

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