
arXiv: math/0505212
For a non-cooperative differential game, the value functions of the various players satisfy a system of Hamilton-Jacobi equations. In the present paper, we consider a class of infinite-horizon games with nonlinear costs exponentially discounted in time. By the analysis of the value functions, we establish the existence of Nash equilibrium solutions in feedback form and provide results and counterexamples on their uniqueness and stability.
25 pages, 7 figures
Mathematics - Analysis of PDEs, Differential games, FOS: Mathematics, Hamilton–Jacobi equations, Differential games (aspects of game theory), Hamilton-Jacobi equations, Nash equilibrium, Analysis, Differential games and control, Analysis of PDEs (math.AP)
Mathematics - Analysis of PDEs, Differential games, FOS: Mathematics, Hamilton–Jacobi equations, Differential games (aspects of game theory), Hamilton-Jacobi equations, Nash equilibrium, Analysis, Differential games and control, Analysis of PDEs (math.AP)
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