Nash Equilibria in Two-Player Differential Games with Impulse Control - Lecture

Nash Equilibria in Two-Player Differential Games with Impulse Control - Lecture

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Assumptions

17 of 20

17 of 20

Assumptions

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Nash Equilibria in Two-Player Differential Games with Impulse Control - Lecture

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

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