Characterization of Feedback Nash Equilibrium for Differential Games
Yurii Vladimirovich Averboukh · Birkhäuser Boston eBooks · 2012
We investigate the set of Nash equilibrium payoffs for two-person differential games. The main result of the paper is the characterization of the set of Nash equilibrium payoffs in terms of nonsmooth analysis. In addition, we obtain the sufficient conditions for a couple of continuous functions to provide a Nash equilibrium. This result generalizes the method of the system of Hamilton–Jacobi equations.