ON A TWO PLAYER GAME WITH APPLICATION TO LARGE-SCALE PROJECTS COMPETITION*

The paper is devoted to game-theoretical control problems motivated by economic decision making situations arising in realization of large-scale projects, such as designing and putting into operations the new gas or oil pipelines. A non-cooperative two player game is considered with payoff functions of special type for which standard existence theorems and algorithms for searching Nash equilibrium solutions are not applicable. The paper is based on and develops the results obtained in Klaassen et al. (2001)–Kryazhimskii et al. (2006).