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arXiv math/0609729math.AP
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具有非光滑代价的无限时域非合作微分对策

Infinite Horizon Noncooperative Differential Games with Non-Smooth Costs

Fabio S. Priuli

摘要:

本文考虑了一类两局中人无限水平微分对策,其分段光滑费用按时间指数折扣。通过对价值函数的分析,我们研究了在何种情况下可以建立反馈形式的纳什均衡解的存在性。我们还提供了分段线性成本的例子,其相应的游戏要么有无穷多个纳什均衡或根本没有解决方案。

英文摘要:

In the present paper, we consider a class of two players infinite horizon differential games, with piecewise smooth costs exponentially discounted in time. Through the analysis of the value functions, we study in which cases it is possible to establish the existence Nash equilibrium solutions in feedback form. We also provide examples of piecewise linear costs whose corresponding games have either infinitely many Nash equilibria or no solutions at all.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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