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Moving horizon control in dynamic games

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Author Info
Broek, W.A. van den (Tilburg University, Center for Economic Research)
Abstract

We 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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Paper provided by Tilburg University, Center for Economic Research in its series Discussion Paper with number 7.

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Date of creation: 1999
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Handle: RePEc:dgr:kubcen:19997

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Find related papers by JEL classification:
C60 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming - - - General
E60 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - 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

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  1. Tabellini, Guido, 1986. "Money, debt and deficits in a dynamic game," Journal of Economic Dynamics and Control, Elsevier, vol. 10(4), pages 427-442, December. [Downloadable!] (restricted)
  2. Bas Aarle & Lans Bovenberg & Matthias Raith, 1995. "Monetary and fiscal policy interaction and government debt stabilization," Journal of Economics, Springer, vol. 62(2), pages 111-140, June. [Downloadable!] (restricted)
  3. Aarle, B. van & Bovenberg, L. & Raith, M., 1995. "Monetary and Fiscal Policy Interaction and Government Debt Stabilization," Discussion Paper 1, Tilburg University, Center for Economic Research. [Downloadable!]
  4. Engwerda, Jacob C., 1998. "On the open-loop Nash equilibrium in LQ-games," Journal of Economic Dynamics and Control, Elsevier, vol. 22(5), pages 729-762, May. [Downloadable!] (restricted)
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  5. Reinhard Neck & Engelbert Dockner, 1995. "Commitment and coordination in a dynamic game model of international economic policy-making," Open Economies Review, Springer, vol. 6(1), pages 5-28, January. [Downloadable!] (restricted)
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