Strongly Time-Consistent Core in Differential Games with Discrete Distribution of Random Time Horizon

Malakhova, A. P.; Gromova, E. V.

doi:10.14708/ma.v46i2.5135

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Tytuł artykułu

Strongly Time-Consistent Core in Differential Games with Discrete Distribution of Random Time Horizon

Autorzy

Malakhova A. P. , Gromova E. V.

Wybrane pełne teksty z tego czasopisma

http://wydawnictwa.ptm.org.pl/index.php/matematyka-stosowana/

Identyfikatory

DOI

10.14708/ma.v46i2.5135

Warianty tytułu

Silnie zgodny w czasie rdzeń gry różniczkowej z dyskretnym losowym horyzontem

Języki publikacji

Abstrakty

In this paper we investigate the problem of strong time-consistency of the core for a particular class of differential games with random time horizon, namely, it is assumed that there exists a set of probabilities of the end of the game at discrete time instants. A condition guaranteeing the strong time consistency of the core is presented.

Przedmiotem badań jest problem silnej zgodności w czasie rdzenia dla konkretnej klasy gier różniczkowych z losowym horyzontem czasowym. Zakłada się, że rozkład czasu trwania gry jest rozkładem dyskretnym z pewnej ustalonej rodziny. Podano warunek, przy którym mamy silną spójność czasową rdzenia.

Słowa kluczowe

differential games random time horizon cooperative solution strong time-consistency core discrete distribution imputation distribution procedure

ATR Wip1 model matematyczny UV p53

Wydawca

Polskie Towarzystwo Matematyczne

Czasopismo

Mathematica Applicanda

Rocznik

2018

Tom

Vol. 46, no. 2

Strony

197--209

Opis fizyczny

Bibliogr. 30 poz., fot., rys.

Twórcy

autor

Malakhova A. P.

nastyusha-mishka@mail.ru

Saint-Petersburg State University, Graduate School of Management 3, Volkhovskiy per., St. Petersburg, 199004, Russia

autor

Gromova E. V.

e.v.gromova@spbu.ru

Saint-Petersburg State University, Graduate School of Management 3, Volkhovskiy per., St. Petersburg, 199004, Russia

Bibliografia

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Uwagi

Pkt. 25 – to powtórzenie punktu 24.

Opracowanie rekordu w ramach umowy 509/P-DUN/2018 ze środków MNiSW przeznaczonych na działalność upowszechniającą naukę (2019).

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Bibliografia

Identyfikator YADDA

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