A class of differential games with state-dependent closed-loop feedback solutions |
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Authors: | D. Yeung |
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Affiliation: | (1) Department of Economics, York University, Ontario, Canada;(2) Department of Economics, University of Windsor, Windsor, Ontario, Canada |
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Abstract: | In this paper, a class ofN-person, nonzero-sum differential games with state-dependent closed-loop feedback solutions is presented. In particular, the system of Hamilton-Jacobi equations for a closed-loop feedback solution turns out to be a set ofN-independent linear equations with viscosity solutions.The helpful comments of an anonymous referee are gratefully acknowledged. |
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Keywords: | Differential games closed-loop feedback solutions Hamilton-Jacobi equations viscosity solutions |
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