Infinite horizon noncooperative differential games

DOI10.1016/J.JDE.2006.01.005MaRDI QIDQ2497919zbMATH OpenOpenAlexWikidataFDO

Authors Alberto Bressan, Fabio S. Priuli

Publication date 4 August 2006

Published in Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0505212

zbMATH Keywords

Hamilton-Jacobi equationsNash equilibrium

Mathematics Subject Classification ID

Differential games and control (49N70) Differential games (aspects of game theory) (91A23)

Abstract: For a non-cooperative differential game, the value functions of the various players satisfy a system of Hamilton-Jacobi equations. In the present paper, we consider a class of infinite-horizon games with nonlinear costs exponentially discounted in time. By the analysis of the value functions, we establish the existence of Nash equilibrium solutions in feedback form and provide results and counterexamples on their uniqueness and stability.

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Cited in

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