Proximal Calculus and Universal Feedback Strategies in Two Person Non-Zero Sum Differential Games

Details Proximal Calculus and Universal Feedback Strategies in Two Person Non-Zero Sum Differential Games Proximal Calculus and Universal Feedback Strategies in Two Person Non-Zero Sum Differential Games

2011-01-25

arxiv.org/abs/1101.4925v1

Mathematics

Optimization and Control

11 pages

Scientific paper

In this paper we introduce the discontinuous universal feedback for the problem of Nash equilibrium in two person non-zero sum differential game. We assume that there exist functions satisfying some conditions analogous to the infinitesimal conditions on value function in zero sum differential games. Under this assumption we prove the existence of universal feedback Nash equilibrium.

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