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Differential games

Leon A. Petrosjan and Nikolay Zenkevich ()
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Leon A. Petrosjan: Faculty of Applied Mathematics, St. Petersburg State University, Russia

Chapter 5 in Game Theory, 1996, pp 267-343 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:Differential zero-sum games with prescribed durationMultistage perfect-information games with an infinite number of alternativesExistence of ɛ-equilibria in differential games with prescribed durationDifferential time-optimal games of pursuitNecessary and sufficient condition for existence of optimal open-loop strategy for EvaderFundamental equationMethods of successive approximations for solving differential games of pursuitExamples of solutions to differential games of pursuitGames of pursuit with delayed information for PursuerDefinition of cooperative differential game in the characteristic function formPrinciple of dynamic stability (time-consistency)Integral optimality principlesDifferential strongly time consistent optimality principlesStrongly time consistent optimality principles for the games with discount payoffsExercises and problems

Keywords: Strategy; Optimal Solution; Nash Equilibrium; Time-Consistency; Shapley Value; Core; Extensive Game; Mixed Strategy (search for similar items in EconPapers)
JEL-codes: C70 C73 (search for similar items in EconPapers)
Date: 1996
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