Transferable Utility Cooperative Differential Games with Continuous Updating Using Pontryagin Maximum Principle

• Published in: Mathematics (Basel) Vol. 9; no. 2; p. 163
• Main Authors: Zhou, Jiangjing, Tur, Anna, Petrosian, Ovanes, Gao, Hongwei
• Format: Journal Article
• Language: English
• Published: Basel MDPI AG 01.01.2021
• Subjects: Characteristic functions; cooperative differential game; Decision making; Differential games; differential games with continuous updating; Game theory; Hamiltonian; Mathematical functions; Maximum principle; open-loop Nash equilibrium; Players; Pollution; Pontryagin maximum principle; δ-characteristic function

We consider a class of cooperative differential games with continuous updating making use of the Pontryagin maximum principle. It is assumed that at each moment, players have or use information about the game structure defined in a closed time interval of a fixed duration. Over time, information abo...