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Feedback solution of a class of differential games with endogenous horizons
Author(s)
Date Issued
2000
ISSN
0022-3239
Citation
Journal of Optimization Theory and Applications, 2000, vol. 106, pp. 657-675.
Type
Peer Reviewed Journal Article
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.
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