A class of differential games which admits a feedback solution with linear value functions

A class of differential games which admits a feedback solution with linear value functions

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Article ID: iaor19992494
Country: Netherlands
Volume: 107
Issue: 3
Start Page Number: 737
End Page Number: 754
Publication Date: Jun 1998
Journal: European Journal of Operational Research
Authors:
Keywords: programming: dynamic
Abstract:

This paper presents a class of differential games which admits a feedback Nash equilibrium solution with linear value functions. An interesting feature is that not only may the equilibrium strategies be highly nonlinear, they may even assume a general structure instead of an explicit specification. A number of existing games are shown to be games belonging to this class of games. Two new applications – one in political support scrambling and one in common pool non-renewable resources extraction – are provided.

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