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Open AccessArticle

Moving Information Horizon Approach for Dynamic Game Models

1
School of Automation, Qingdao University, Qingdao 266071, China
2
Digital Workplace Product Technology Department, Huawei, Shenzhen 518000, China
3
Faculty of Applied Mathematics and Control Processes, St. Petersburg State University, Universitetskiy Prospekt, 35, Petergof, 198504 St. Petersburg, Russia
4
School of Mathematics and Statistics, Qingdao University, Qingdao 266071, China
*
Author to whom correspondence should be addressed.
Mathematics 2019, 7(12), 1239; https://doi.org/10.3390/math7121239
Received: 25 August 2019 / Revised: 12 November 2019 / Accepted: 26 November 2019 / Published: 14 December 2019
(This article belongs to the Special Issue Mathematical Game Theory 2019)
In the paper, a new class of dynamic game models with a moving information horizon or dynamic updating is studied. In this class of games, players do not have full information about the game structure (motion equations, payoff functions) on the interval on which the game is defined. It is supposed that the players at each stage of the dynamic game have only truncated information about the game structure defined by the information horizon. Cooperative and noncooperative settings are considered in the paper. Results are illustrated using the oligopoly advertising game model, and comparison between the solution in the initial game model and in the game model with moving information horizon is presented. Simulation results are presented. View Full-Text
Keywords: looking forward approach; dynamic updating; moving information horizon; dynamic marketing model; advertising competition; time consistency; simulation looking forward approach; dynamic updating; moving information horizon; dynamic marketing model; advertising competition; time consistency; simulation
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Petrosian, O.; Shi, L.; Li, Y.; Gao, H. Moving Information Horizon Approach for Dynamic Game Models. Mathematics 2019, 7, 1239.

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