Existence and uniqueness of a Nash equilibrium feedback for a simple nonzero-sum differential game (Q1434478)

This paper deals with the study of a Nash equilibrium for some nonzero-sum two players differential games on the line. The dynamics of the differential game is \(Z\). The game is of fixed duration and the terminal time is denoted by \(T\). The terminal payoff is a function of \(Z\). Player I wants to maximize \(Z\) while Player II wants to maximize \(Z\). The goal of this note is to investigate closed-loop Nash equilibrium feedbacks for this game.