The Hamilton–Jacobi–Bellman Equation for Differential Games with Composite Distribution of Random Time Horizon

A differential game with random duration is considered. The terminal time of the game is a random variable settled using a composite distribution function. Such a scenario occurs when the operating mode of the system changes over time at the appropriate switching points. On each interval between swi...

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Detalhes bibliográficos

Principais autores:	Tatyana Balas, Anna Tur
Formato:	Artigo
Idioma:	Inglês
Publicado em:	MDPI AG 2023-01-01
coleção:	Mathematics
Assuntos:	differential game random time horizon composite distribution function non-renewable resource extraction
Acesso em linha:	https://www.mdpi.com/2227-7390/11/2/462
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