Prof. YEUNG Wing Kay, DavidDavidProf. YEUNG Wing Kay2021-02-262021-02-262000Journal of Optimization Theory and Applications, 2000, vol. 106, pp. 657-675.0022-3239http://hdl.handle.net/20.500.11861/6455In 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.enDifferential GamesFeedback Nash EquilibriumEndogenous HorizonsPeer Reviewed Journal Article10.1023/A:1004665614745