Abstract
Via a 2-stage linear-quadratic 2-person nonzero-sum game, we show that such decision problems might admit nonlinear Nash solutions. As compared with the linear strategy, a nonlinear Nash policy might lead to a better performance for at least one of the players.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 425-430 |
| Number of pages | 6 |
| Journal | Journal of Optimization Theory and Applications |
| Volume | 14 |
| Issue number | 4 |
| DOIs | |
| State | Published - Oct 1974 |
| Externally published | Yes |
Keywords
- Game theory
- Nash equilibria
- differential games
- linear-quadratic games
- nonzero-sum games
ASJC Scopus subject areas
- Control and Optimization
- Management Science and Operations Research
- Applied Mathematics