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
Publisher:	[S.l.] : SSRN
Subject:	Spieltheorie \| Game theory

Extent:	1 Online-Ressource (24 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 1999 erstellt
Other identifiers:	10.2139/ssrn.166498 [DOI]
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:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014192016