Moving Horizon Control in Dynamic Games
نویسنده
چکیده
We consider a continuous time system influenced by different agents who adopt moving horizon control. The well known Nash equilibrium concept is used to define two solution concepts fitting in the moving horizon structure. One of them is analyzed in more detail in the class of linear quadratic games. The (dis)advantages of moving horizon control are illustrated by means of a government debt stabilization model. Journal of Economic Literature Classification Numbers: C60, C72, C73 and E60.
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