Infinite horizon noncooperative differential games

被引：16

作者：

Bressan, Alberto ^{[1
]}

Priuli, Fabio S.

机构：

[1] Penn State Univ, Dept Math, University Pk, PA 16802 USA

[2] SISSA, I-34014 Trieste, Italy

来源：

JOURNAL OF DIFFERENTIAL EQUATIONS | 2006年 / 227卷 / 01期

关键词：

differential games; Nash equilibrium; Hamilton-Jacobi equations;

D O I：

10.1016/j.jde.2006.01.005

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

For a noncooperative differential game, the value functions of the various players satisfy a system of Hamilton-Jacobi equations. In the present paper, we consider a class of infinite horizon games with nonlinear costs exponentially discounted in time. By the analysis of the value functions, we establish the existence of Nash equilibrium solutions in feedback form and provide results and counterexamples on their uniqueness and stability. (c) 2006 Published by Elsevier

引用

页码：230 / 257

页数：28

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