Please use this identifier to cite or link to this item:
http://hdl.handle.net/20.500.11861/6455
Title: | Feedback solution of a class of differential games with endogenous horizons |
Authors: | Prof. YEUNG Wing Kay, David |
Issue Date: | 2000 |
Source: | Journal of Optimization Theory and Applications, 2000, vol. 106, pp. 657-675. |
Journal: | Journal of Optimization Theory and Applications |
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. |
Type: | Peer Reviewed Journal Article |
URI: | http://hdl.handle.net/20.500.11861/6455 |
ISSN: | 0022-3239 |
DOI: | 10.1023/A:1004665614745 |
Appears in Collections: | Economics and Finance - Publication |
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