Moving Horizon Control in Dynamic Games
AbstractWe consider a continuous time system influenced by different agents who adopt moving horizon control. The well known Nash equilibrium concept is used to define two solution concepts fitting in the moving horizon structure. One of them is analyzed in more detail in the class of linear quadratic games. The (dis)advantages of moving horizon control are illustrated by means of a government debt stabilization model.
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Bibliographic InfoPaper provided by Tilburg University, Center for Economic Research in its series Discussion Paper with number 1999-07.
Date of creation: 1999
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Web page: http://center.uvt.nl
Moving horizon control; (LQ) differential games;
Find related papers by JEL classification:
- C60 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - General
- C72 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Noncooperative Games
- C73 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Stochastic and Dynamic Games; Evolutionary Games
- E60 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - General
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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Open Access publications from Tilburg University
urn:nbn:nl:ui:12-80026, Tilburg University.
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