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 concepts for solutions fitting into the moving-horizon structure. One of them is analyzed in more detail among the class of linear quadratic games. The (dis)advantages of the moving-horizon control are illustrated by means of a government debt stabilization model.
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Bibliographic InfoPaper provided by Society for Computational Economics in its series Computing in Economics and Finance 1999 with number 122.
Date of creation: 01 Mar 1999
Date of revision:
This paper has been announced in the following NEP Reports:
- NEP-ALL-1999-07-12 (All new papers)
- NEP-GTH-1999-07-12 (Game Theory)
- NEP-IND-1999-07-12 (Industrial Organization)
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