Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4613672 | Journal of Differential Equations | 2006 | 28 Pages |
Abstract
For a noncooperative differential game, the value functions of the various players satisfy a system of Hamilton–Jacobi equations. In the present paper, we consider a class of infinite horizon games with nonlinear costs exponentially discounted in time. By the analysis of the value functions, we establish the existence of Nash equilibrium solutions in feedback form and provide results and counterexamples on their uniqueness and stability.
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis