Moving-Horizon Control in Dynamic Games
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 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.
|Date of creation:||01 Mar 1999|
|Contact details of provider:|| Postal: CEF99, Boston College, Department of Economics, Chestnut Hill MA 02467 USA|
Web page: http://fmwww.bc.edu/CEF99/
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- Engwerda, Jacob C., 1998.
"On the open-loop Nash equilibrium in LQ-games,"
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