State transformations and the derivation of Nash closed-loop equilibria for non-zero-sum differential games (Q1076629)
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English | State transformations and the derivation of Nash closed-loop equilibria for non-zero-sum differential games |
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State transformations and the derivation of Nash closed-loop equilibria for non-zero-sum differential games (English)
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1985
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It is shown that for n-person non-zero-sum differential games, different admissible state transformations give rise to different candidates of closed-loop Nash equilibrium. All these candidates satisfy a corresponding maximum principle and thus they can be found by solving ordinary differential equations. An example is given in the paper to illustrate the results.
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systems of ordinary differential equations
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linear-quadratic
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duopoly differential game
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n-person non-zero-sum differential games
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closed-loop Nash equilibrium
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