Optimization Methods & Software ( IF 2.2 ) Pub Date : 2020-09-10 , DOI: 10.1080/10556788.2020.1802456 Ovanes Petrosian 1, 2 , Anna Tur 2 , Zeyang Wang 2 , Hongwei Gao 3
This paper examines a class of cooperative differential games with continuous updating. Here it is assumed that at each time instant players have or use information about the game structure defined for a closed time interval with fixed duration. The current time continuously evolves with the updating interval. The main problems considered in a cooperative setting with continuous updating is how to define players' cooperative behaviour, how to construct a cooperative trajectory, how to define the characteristic function and how to arrive at a cooperative solution. This paper also addresses the properties of the solution and presents some techniques to fix the process by which a cooperative solution is constructed. Theoretical results are demonstrated on a differential game model of non-renewable resource extraction, initial and continuous updating versions are also considered. Comparison of cooperative strategies, trajectories, characteristic functions and corresponding Shapley values is presented.
中文翻译:
使用 Hamilton-Jacobi-Bellman 方程进行持续更新的合作微分博弈
本文研究了一类持续更新的合作微分博弈。这里假设在每个时间即时玩家都拥有或使用关于为具有固定持续时间的封闭时间间隔定义的游戏结构的信息。当前时间随着更新间隔不断演变。在持续更新的合作环境中考虑的主要问题是如何定义玩家的合作行为、如何构建合作轨迹、如何定义特征函数以及如何得出合作解决方案。本文还讨论了解决方案的属性,并提出了一些技术来修复构建合作解决方案的过程。理论结果在不可再生资源开采的差分博弈模型上得到证明,还考虑了初始和持续更新版本。比较了合作策略、轨迹、特征函数和相应的 Shapley 值。