A Counterexample --- Discontinuous Nash Equilibria in a Finite Horizon Linear-Quadratic Dynamic Game with Linear Constraints

Prelegent(ci)

Rajani Singh

Afiliacja

Uniwersytet Warszawski (MIM)

Termin

25 października 2017 14:15

Pokój

p. 4050

Seminarium

Seminarium Zakładu Biomatematyki i Teorii Gier

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In this research, we study a simple example of symmetric linear-quadratic dynamic games in which presence of simple linear state dependent constraints results in non-existence of continuous symmetric Nash equilibria and existence of continuum of discontinuous symmetric Nash equilibria.

Common work with Agnieszka Wiszniewska-Matyszkiel

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