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  • On the selection of one fee...
    CARTIGNY, P; MICFIEL, P

    Journal of optimization theory and applications, 05/2003, Letnik: 117, Številka: 2
    Journal Article

    We study a selection method for a Nash feedback equilibrium of a one-dimensional linear-quadratic nonzero-sum game over an infinite horizon. By introducing a change in the time variable, one obtains an associated game over a finite horizon T > 0 and with free terminal state. This associated game admits a unique solution which converges to a particular Nash feedback equilibrium of the original problem as the horizon T goes to infinity.