Feedback Solution of a Class of Differential Games with Endogenous Horizons

D. W. K. Yeung
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D. W. K. Yeung: Hong Kong Baptist University

Journal of Optimization Theory and Applications, 2000, vol. 106, issue 3, No 11, 657-675

Abstract: Abstract In this paper, we consider a class of differential games in which the game ends when a subset of its state variables reaches a certain target at the terminal time. A special feature of the game is that its horizon is not fixed at the outset, but is determined endogenously by the actions of the players; conditions characterizing a feedback Nash equilibrium (FNE) solution of the game are derived for the first time. Extensions and illustrations of the derivation of FNE solutions of the game are provided.

Keywords: differential games; feedback Nash equilibrium; endogenous horizons (search for similar items in EconPapers)
Date: 2000
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DOI: 10.1023/A:1004665614745

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