The solution infinite horizon noncooperative differential game with nonlinear dynamics without the Hamilton-Jacobi-Bellman equation
Optimization and Control
2009-01-31 v2
Abstract
For a non-cooperative m-persons differential game, the value functions ofthe various players satisfy a system of Hamilton-Jacobi-Bellman equations.Nashequilibrium solutions in feedback form can be obtained by studying a related system of P.D.E's.A new approach, which is proposed in this paper allows one to construct the feedback optimal control and cost functions J_i(t,x),i=1,...,m directly,i.e.,without any reference to the corresponding Hamilton-Jacobi-Bellman equations.
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Cite
@article{arxiv.0901.1383,
title = {The solution infinite horizon noncooperative differential game with nonlinear dynamics without the Hamilton-Jacobi-Bellman equation},
author = {Jaykov Foukzon},
journal= {arXiv preprint arXiv:0901.1383},
year = {2009}
}
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65pages