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Moving-Horizon Control in Dynamic Games

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  • W. A. van den Broek

    () (Tilburg University)

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 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.

Suggested Citation

  • W. A. van den Broek, 1999. "Moving-Horizon Control in Dynamic Games," Computing in Economics and Finance 1999 122, Society for Computational Economics.
  • Handle: RePEc:sce:scecf9:122
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    References listed on IDEAS

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    1. 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.
    2. 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.
    3. 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.
    4. Feenstra, T.L., 1998. "Environmental policy instruments and international rivalry : A dynamic analysis," Other publications TiSEM 8d87c905-8af6-45a9-8305-5, Tilburg University, School of Economics and Management.
    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.
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