Moving horizon control in dynamic games

DOI10.1016/S0165-1889(01)00004-5zbMath0996.91018MaRDI QIDQ5958245

W. A. van den Broek

Publication date: 3 March 2002

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

zbMATH Keywords

Nash equilibriumlinear-quadratic gamesmoving horizon controlnonzero-sum infinite-horizon differential games

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Dynamic games (91A25)

Related Items (7)

Forecast horizons for a class of dynamic games ⋮ A rolling horizon approach for stochastic mixed complementarity problems with endogenous learning: application to natural gas markets ⋮ The impact of lead time on capital investments ⋮ Approximate receding horizon approach for Markov decision processes: average reward case ⋮ Optimal return and rebate mechanism in a closed-loop supply chain game ⋮ Debt stabilization games in the presence of risk premia ⋮ Analytical solution for a class of linear quadratic open-loop Nash game with multiple players

Cites Work

• Unnamed Item
• A theory of rolling horizon decision making
• On the open-loop Nash equilibrium in LQ-games
• A differential game of international pollution control
• Commitment and coordination in a dynamic game model of international economic policy-making
• Monetary and fiscal policy interaction and government debt stabilization
• Feedback Nash equilibria in the scalar infinite horizon LQ-game

This page was built for publication: Moving horizon control in dynamic games