Moving horizon control in dynamic games
From MaRDI portal
Publication:5958245
DOI10.1016/S0165-1889(01)00004-5zbMath0996.91018MaRDI QIDQ5958245
Publication date: 3 March 2002
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Nash equilibrium; linear-quadratic games; moving horizon control; nonzero-sum infinite-horizon differential games
Related Items
A rolling horizon approach for stochastic mixed complementarity problems with endogenous learning: application to natural gas markets, Forecast horizons for a class of dynamic games, Approximate receding horizon approach for Markov decision processes: average reward case, The impact of lead time on capital investments, Optimal return and rebate mechanism in a closed-loop supply chain game, Debt stabilization games in the presence of risk premia, Analytical solution for a class of linear quadratic open-loop Nash game with multiple players
Cites Work
- A theory of rolling horizon decision making
- On the open-loop Nash equilibrium in LQ-games
- A differential game of international pollution control
- Commitment and coordination in a dynamic game model of international economic policy-making
- Monetary and fiscal policy interaction and government debt stabilization
- Feedback Nash equilibria in the scalar infinite horizon LQ-game
- Unnamed Item
