Nash Equilibrium for Differential Games and Nonanticipative Strategies
نویسنده
چکیده
In this paper we introduce the definition of Nash equilibrium of two-person nonzerosum differential in the class of nonanticipative strategies. It is assumed that both players play in nonanticipative strategies. We characterize the set of Nash equilibrium payoffs for this situation also.
منابع مشابه
Nash Equilibrium Strategy for Bi-matrix Games with L-R Fuzzy Payoffs
In this paper, bi-matrix games are investigated based on L-R fuzzy variables. Also, based on the fuzzy max order several models in non-symmetrical L-R fuzzy environment is constructed and the existence condition of Nash equilibrium strategies of the fuzzy bi-matrix games is proposed. At last, based on the Nash equilibrium of crisp parametric bi-matrix games, we obtain the Pareto and weak Pareto...
متن کاملImproved Profitability and Competition in Two Level Supply Chain by Non-Cooperative Games
This article by modeling a non-cooperative dynamic game tries to improve profitability and competition. This paper has considered how the manufacturer interacts with multiple competitor distributors. Each distributor also determines the optimal distribution price and inventory replenishment policies to maximize their profits. The issue form a non-cooperative dynamic game. Distributors formulate...
متن کاملValue function of differential games without Isaacs conditions. An approach with nonanticipative mixed strategies
In the present paper we investigate the problem of the existence of a value for differential games without Isaacs condition. For this we introduce a suitable concept of mixed strategies along a partition of the time interval, which are associated with classical nonanticipative strategies (with delay). Imposing on the underlying controls for both players a conditional independence property, we o...
متن کاملStochastic Differential Games with Multiple Modes
We have studied two person stochastic di erential games with multiple modes. For the zero-sum game we have established the existence of optimal strategies for both players. For the nonzero sum case we have proved the existence of a Nash equilibrium.
متن کاملNon-Cooperative and Semi-Cooperative Differential Games
In this paper we review some recent results on non-cooperative and semicooperative differential games. For the n-person non-cooperative games in one-space dimension, we consider the Nash equilibrium solutions. When the system of Hamilton-Jacobi equations for the value functions is strictly hyperbolic, we show that the weak solution of a corresponding system of hyperbolic conservation laws deter...
متن کامل