Carathéodory's method for a class of dynamic games |
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Authors: | Dean A. Carlson |
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Affiliation: | Department of Mathematics, The University of Toledo, Toledo, OH 43606-3390, USA |
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Abstract: | The method of equivalent variational methods, originally due to Carathéodory for free problems in the calculus of variations is extended to investigate feedback Nash equilibria for a class of n-person differential games. Both the finite-horizon and infinite-horizon cases are considered. Examples are given to illustrate the presented results. |
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Keywords: | Dynamic games Dynamic programming Carathé odory's method Infinite horizon Overtaking Nash equilibrium |
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