On an approach to constructing a characteristic function in cooperative differential games

EV Gromova, LA Petrosyan - Automation and Remote Control, 2017 - Springer
We propose a novel approach to constructing characteristic functions in cooperative
differential games. A characteristic function of a coalition S is computed in two stages: first …

[HTML][HTML] On the regularization of a cooperative solution in a multistage game with random time horizon

EV Gromova, TM Plekhanova - Discrete Applied Mathematics, 2019 - Elsevier
In this paper, we consider a general class of cooperative multistage games with random time
horizon and discuss the problem of implementing a cooperative solution. It is known that in …

Cooperative differential games with transferable payoffs

LA Petrosyan, G Zaccour - Handbook of dynamic game theory, 2018 - elibrary.ru
In many instances, players find it individually and collectively rational to sign a long-term
cooperative agreement. A major concern in such a setting is how to ensure that each player …

Об одном способе построения характеристической функции в кооперативных дифференциальных играх

ЕВ Громова, ЛА Петросян - Математическая теория игр и её …, 2015 - mathnet.ru
В настоящее время в теории игр выделяют большое количество классов игр [3, 6],
однако принципиально разными по специфике решаемых задач являются …

Payoff distribution in a multi-company extraction game with uncertain duration

E Gromova, A Malakhova, A Palestini - Mathematics, 2018 - mdpi.com
A nonrenewable resource extraction game model is analyzed in a differential game theory
framework with random duration. If the cumulative distribution function (cdf) of the final time …

Stable marketing cooperation in a differential game for an oligopoly

MA García-Meza, EV Gromova… - … Game Theory Review, 2018 - World Scientific
In this paper, we develop a dynamic model of an oligopoly playing an advertising game of
goodwill accumulation with random terminal time. The goal is to find a cooperative solution …

On optimal control of pollution emissions: An example of the largest industrial enterprises of Irkutsk oblast

AV Tur, EV Gromova - Automation and Remote Control, 2020 - Springer
A differential game of pollution control is considered. The duration of this game is a random
variable defined by the instant of the first failure of industrial equipment for any of the …

A Differential Game Model for The Extraction of Nonrenewable Resources with Random Initial Times—The Cooperative and Competitive Cases

EV Gromova, JD López-Barrientos - International Game Theory …, 2016 - World Scientific
In this work, we propose a model for the extraction of a nonrenewable resource in an
economy where, initially, only one agent is enabled to perform extraction tasks. However, at …

Stochastic Integrals on Predictable Sets of Interval Type with Financial Applications

J Yue, MH Wang, NJ Huang - arXiv preprint arXiv:2311.03984, 2023 - arxiv.org
In this paper, by extending the classic stochastic integrals, we investigate three kinds of
more general stochastic integrals: Lebesgue-Stieltjes integrals on predictable sets of interval …

Resource exploitation in a stochastic horizon under two parametric interpretations

JD López-Barrientos, EV Gromova, ES Miroshnichenko - Mathematics, 2020 - mdpi.com
This work presents a two-player extraction game where the random terminal times follow
(different) heavy-tailed distributions which are not necessarily compactly supported …