Savin, Ivan; Blueschke, Dmitri; Blueschke-Nikolaeva, … - In: Jahrbücher für Nationalökonomie und Statistik 238 (2018) 6, pp. 541-569
Abstract We propose a new method for solving nonlinear dynamic tracking games using a meta-heuristic approach. In contrast to ‘traditional’ methods based on linear-quadratic (LQ) techniques, this derivative-free method is very flexible with regard to the objective function specification. The...