文章基本信息

标题：Demand Functions in Dynamic Games ⁎
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作者：Nikolay A. Krasovskii ; Alexander M. Tarasyev
期刊名称：IFAC PapersOnLine
印刷版ISSN：2405-8963
出版年度：2018
卷号：51
期号：32
页码：271-276
DOI：10.1016/j.ifacol.2018.11.394
语种：English
出版社：Elsevier
摘要：AbstractThe paper is devoted to construction of solutions in dynamic bimatrix games. In the model, the payoffs are presented by discounted integrals on the infinite time horizon. The dynamics of the game is subject to the system of the A.N. Kolmogorov type differential equations. The problem of construction of equilibrium trajectories is analyzed in the framework of the minimax approach proposed by N.N. Krasovskii and A.I. Subbotin in the differential games theory. The concept of dynamic Nash equilibrium developed by A.F. Kleimenov is applied to design the structure of the game solution. For obtaining constructive control strategies of players, the maximum principle of L.S. Pontryagin is used in conjunction with the generalized method of characteristics for Hamilton-Jacobi equations. The impact of the discount index is indicated for equilibrium strategies of the game and demand functions in the dynamic bimatrix game are constructed.
关键词：KeywordsOptimal controldifferential gamesguaranteed strategiesequilibrium trajectoriesdemand functions