Dynamic Zero-Sum Games with Linear Constraints

Alexander J. Zaslavski
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Alexander J. Zaslavski: The Technion - Israel Institute of Technology

Chapter Chapter 6 in Turnpike Theory of Continuous-Time Linear Optimal Control Problems, 2015, pp 191-207 from Springer

Abstract: Abstract In this chapter we study the existence and turnpike properties of approximate solutions for a class of dynamic continuous-time two-player zero-sum games without using convexity-concavity assumptions. We describe the structure of approximate solutions which is independent of the length of the interval, for all sufficiently large intervals and show that approximate solutions are determined mainly by the objective function, and are essentially independent of the choice of interval and endpoint conditions.

Keywords: Turnpike Property; Convexity-concavity Assumptions; Endpoint Conditions; Approximate Solution; Infinite Horizon Optimal Control Problem (search for similar items in EconPapers)
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:spr:spochp:978-3-319-19141-6_6

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DOI: 10.1007/978-3-319-19141-6_6

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