Journal of the Korean Operations Research and Management Science Society (한국경영과학회지)

The Korean Operations Research and Management Science Society (한국경영과학회)
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Existence Proffs of a Nash Equilibrium to a General Class of Differential Games

미분게임 일반모형에 대한 Nash 균형해의 존재증명

  • Published : 1989.12.01
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Abstract

This paper extends the existence proofs of a Nash equilibrium to a more general class of differentila game models with constraints on the control spaces. With the assumptions of continuity, convexity, and compactness, the existence is proved using Kakutani Theorem and via a path-following approach. Furthermore, the proof for a period-by-period optimization of multi-period problems provides an insight to a numerical solution algorithm to differential game models with constraints.

Keywords

References

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