Главная
Study mode:
on
1
Intro
2
About me
3
Outline
4
Real-world example of impulse control
5
When to introduce new regulations?
6
State dynamics
7
Differential game with impulse control
8
Literature: Differential games with impulse control
9
Strategy and Nash equilibrium
10
Information structure and Nash equilibrium
11
Feedback Nash equilibrium [Sadana et al.TAC'22]
12
Threshold-type intervention policy
13
How to construct the continuation set?
14
Complementarity condition
15
Optimal control problem of Player I
16
A scalar linear-quadratic game
17
Assumptions
18
Player 2's optimality conditions
19
Numerical examples
20
Future research directions
Description:
Explore Nash equilibria in two-player differential games with impulse control through this 51-minute seminar presented by Utsav Sadana from McGill University's Desautels Faculty of Management. Delve into the study of deterministic finite-horizon nonzero-sum games where players use different control strategies. Learn about the conditions for feedback Nash equilibrium strategies, including the Hamilton-Jacobi-Bellman equations and quasi-variational inequalities. Discover the upper bound on Player 2's interventions and examine a specialized scalar two-player linear-quadratic differential game. Gain insights into the analytical characterization of feedback Nash equilibrium in linear-quadratic games with impulse control, illustrated through numerical experiments. Follow the comprehensive outline covering real-world examples, state dynamics, literature review, strategy concepts, and future research directions in this GERAD Research Center presentation.

Nash Equilibria in Two-Player Differential Games with Impulse Control - Lecture

GERAD Research Center
Add to list