The Hamilton-Jacobi-Bellman equation for a class of differential games with random duration
DOI: 10.1134/S0005117914050142
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摘要: We consider the class of differential games with random duration. show that a problem game duration can be reduced to standard an infinite time horizon. A Hamilton-Jacobi-Bellman-type equation is derived for finding optimal solutions in Results are illustrated by example game-theoretic model nonrenewable resource extraction. The analyzed under assumption Weibull-distributed terminal game.
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