On differential games with a feedback Nash equilibrium (Q1335133)

The paper deals with the Nash equilibrium in a nonlinear differential game with a fixed terminal time and a payoff function of the Bolza type. The author considers two classes of strategies: (1) feedback strategies \(u(t, x)\) which are continuous in \(t\) and Lipschitz continuous in \(x\); (2) continuous program strategies \(u(t)\), i.e. degenerate feedback strategies. Both feedback and program strategies do not depend on initial positions. The main assumption is the continuous differentiability of the solution of the Cauchy problem for the corresponding system of Isaacs equations. It is proved that the considered games with feedback Nash equilibrium (FNE) can be transformed into games with degenerate FNE. Two illustrating examples are given.