Abstract
In this chapter we focus on extending the notion of a noncooperative Nash equilibrium to a dynamic, continuous-time setting. The dominant mathematical perspective we will employ is that of a differential variational inequality. In fact we shall see that many of the results obtained in the previous chapter for finite-dimensional variational inequalities and static games carry over with some slight modifications to the dynamic, continuous-time setting we now address.
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Friesz, T.L. (2010). Differential Variational Inequalities and Differential Nash Games. In: Dynamic Optimization and Differential Games. International Series in Operations Research & Management Science, vol 135. Springer, Boston, MA. https://doi.org/10.1007/978-0-387-72778-3_6
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DOI: https://doi.org/10.1007/978-0-387-72778-3_6
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