State transformations and the derivation of Nash closed-loop equilibria for non-zero-sum differential games |
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Authors: | A Mehlmann |
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Institution: | Department of Operations Research, Technical University of Vienna, A-1040 Vienna, Argentinierstrasse 8, Austria |
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Abstract: | In this paper the usefulness of state transformations in differential games is demonstrated. It is shown that different (admissible) state transformations give rise to different closed-loop Nash equilibrium candidates, which may all be found by solving systems of ordinary differential equations. A linear-quadratic duopoly differential game is solved to illustrate the results. |
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Keywords: | mathematics Nash equilibria closed-loop strategies tractable differential games |
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