Moving-Horizon Control in Dynamic Games

W. A. van den Broek ()
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W. A. van den Broek: Tilburg University

No 122, Computing in Economics and Finance 1999 from Society for Computational Economics

Abstract: We consider a continuous-time system influenced by different agents who adopt moving-horizon control. The well-known Nash equilibrium concept is used to define two concepts for solutions fitting into the moving-horizon structure. One of them is analyzed in more detail among the class of linear quadratic games. The (dis)advantages of the moving-horizon control are illustrated by means of a government debt stabilization model.

Date: 1999-03-01
New Economics Papers: this item is included in nep-gth and nep-ind
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