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

Explore Nash equilibria in two-player differential games with impulse control through this 51-minute seminar presented by Utsav Sadana from McGill University's Desautels Faculty of Management. Delve into the study of deterministic finite-horizon nonzero-sum games where players use different control strategies. Learn about the conditions for feedback Nash equilibrium strategies, including the Hamilton-Jacobi-Bellman equations and quasi-variational inequalities. Discover the upper bound on Player 2's interventions and examine a specialized scalar two-player linear-quadratic differential game. Gain insights into the analytical characterization of feedback Nash equilibrium in linear-quadratic games with impulse control, illustrated through numerical experiments. Follow the comprehensive outline covering real-world examples, state dynamics, literature review, strategy concepts, and future research directions in this GERAD Research Center presentation.