Payoff Distribution in a Multi-Company Extraction Game with Uncertain Duration
Keyword(s):
A nonrenewable resource extraction game model is analyzed in a differential game theory framework with random duration. If the cumulative distribution function (c.d.f.) of the final time is discontinuous, the related subgames are differentiated based on the position of the initial instant with respect to the jump. We investigate properties of optimal trajectories and of imputation distribution procedures if the game is played cooperatively.
2018 ◽
2013 ◽
Vol 163
(2)
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pp. 660-673
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2016 ◽
Vol 24
(1)
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pp. 183-199
2001 ◽
Vol 09
(01)
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pp. 39-53
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Estimating the cumulative distribution function for the linear combination of gamma random variables
2017 ◽
Vol 20
(5)
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pp. 939-951
2021 ◽
Vol 18
(2)
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pp. 264