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How to construct the continuation set?
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Nash Equilibria in Two-Player Differential Games with Impulse Control - Lecture
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- 1 Intro
- 2 About me
- 3 Outline
- 4 Real-world example of impulse control
- 5 When to introduce new regulations?
- 6 State dynamics
- 7 Differential game with impulse control
- 8 Literature: Differential games with impulse control
- 9 Strategy and Nash equilibrium
- 10 Information structure and Nash equilibrium
- 11 Feedback Nash equilibrium [Sadana et al.TAC'22]
- 12 Threshold-type intervention policy
- 13 How to construct the continuation set?
- 14 Complementarity condition
- 15 Optimal control problem of Player I
- 16 A scalar linear-quadratic game
- 17 Assumptions
- 18 Player 2's optimality conditions
- 19 Numerical examples
- 20 Future research directions
