Nash equilibrium for differential games and nonanticipative strategies

Abstract

We propose a formalization of multi-person non-zero-sum games in the class of nonanticipative strategies and characterize the set of solutions which implies the equivalence of the proposed formalization to the formalization in the class of feedback strategies with coordinating center. By this fact, the tool of nonanticipative strategies can be used for studying equilibriums in the class of feedback strategies. Bibliography: 8 titles. © 2012 Springer Science+Business Media New York.