Moving Horizon Control in Dynamic Games

We consider a continuous time system influenced by different agents who adopt moving horizon control. The well known Nash equilibrium concept is used to define two solution concepts fitting in the moving horizon structure. One of them is analyzed in more detail in the class of linear quadratic games. The (dis)advantages of moving horizon control are illustrated by means of a government debt stabilization model.

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Year of publication:	1999
Authors:	van den Broek, W.A.
Institutions:	Tilburg University, Center for Economic Research
Subject:	Moving horizon control \| (LQ) differential games

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Extent:	application/pdf
Series:	Discussion Paper.
Type of publication:	Book / Working Paper
Notes:	The text is part of a series CentER Discussion Paper Number 1999-07
Classification:	C60 - Mathematical Methods and Programming. General ; C72 - Noncooperative Games ; C73 - Stochastic and Dynamic Games ; E60 - Macroeconomic Policy Formation, Macroeconomic Aspects of Public Finance, Macroeconomic Policy, and General Outlook. General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011092462