Saddle-point equilibrium for Hurwicz model considering zero-sum differential game of uncertain dynamical systems with jump

Xi Li, Qiankun Song, Yurong Liu and Fuad E. Alsaadi

International Journal of Systems Science, 2023, vol. 54, issue 2, 357-370

Abstract: As an effective vehicle, uncertainty theory is applicable for handling subjective indeterminacy. Based on uncertainty theory, the Hurwicz model of the zero-sum uncertain differential game with jump is formulated, in which the dynamic system is portrayed by an uncertain differential equation satisfying both the canonical Liu process and V-jump uncertain process. An equilibrium equation for solving the saddle-point of the above game is proposed. In addition, the game with a linear dynamic system and the quadratic objective function is further analysed. At last, a resource extraction problem using our theoretical results is described.

Date: 2023
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DOI: 10.1080/00207721.2022.2122903

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