Characterization of Feedback Nash Equilibrium for Differential Games
Optimization and Control
2015-03-17 v2
Abstract
We investigate the set of Nash equilibrium payoffs for two person differential games. The main result of the paper is the characterization of the set of Nash equilibrium payoffs in the terms of nonsmooth analysis. Also we obtain the sufficient conditions for a pair of continuous function to provide a Nash equilibrium. This result generalizes the method of system of Hamilton-Jacobi equations.
Cite
@article{arxiv.1005.0101,
title = {Characterization of Feedback Nash Equilibrium for Differential Games},
author = {Yurii Averboukh},
journal= {arXiv preprint arXiv:1005.0101},
year = {2015}
}
Comments
12 pages