Non-constant discounting and differential games with random time horizon

Automatica

Volumn 47, Issue 12, 2011, Pages 2626-2638

  Marín Solano, Jesús ^a   Shevkoplyas, Ekaterina V ^b  

^a UNIVERSITY OF BARCELONA   (Spain)

^b ST PETERSBURG STATE UNIVERSITY   (Russian Federation)

Author keywords

Differential games; Naive and sophisticated agents; Non constant discounting; Non renewable resources; Random duration

Indexed keywords

CAKE-EATING; CLASSICAL MODEL; CONTINUOUS TIME; DIFFERENTIAL GAMES; DYNAMIC PROGRAMMING EQUATIONS; NON-CONSTANT DISCOUNTING; NON-COOPERATIVE; NON-RENEWABLE RESOURCE; NON-RENEWABLE RESOURCES; RANDOM DURATION; SOLUTION CONCEPTS; TIME HORIZONS;

DYNAMIC PROGRAMMING;

GAME THEORY;

EID: 81155139617     PISSN: 00051098     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.automatica.2011.09.010     Document Type: Article

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