关键词: 微分对策, Hamilton--Jacobi--Bellman方程, 联盟剖分, Shapley值, Nash均衡, PMS-值

Abstract: The two-stage (level) coalitional solution for n-person differential game played over the time interval [t_0,∞) is proposed. The paper emerges from the
idea that it is natural not to assume that coalitions on the first level can form a grand coalition. At first level the Nash equilibrium in the game played by coalitions is computed. Secondly the value of each coalition is allocated according to the Shapley value. The results are illustrated by an example of n-person differential emission reduction model.

Key words: differential game, Hamilton--Jacobi--Bellman equation, coalitional partition, Shapley value, Nash equilibrium, PMS-value