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JOURNALS // Vestnik Udmurtskogo Universiteta. Matematika. Mekhanika. Komp'yuternye Nauki // Archive

Vestn. Udmurtsk. Univ. Mat. Mekh. Komp. Nauki, 2023 Volume 33, Issue 4, Pages 601–624 (Mi vuu871)

MATHEMATICS

Application of Lyapunov–Poincaré method of small parameter for Nash and Berge equilibrium designing in one differential two-player game

V. I. Zhukovskiia, L. V. Zhukovskayab, S. N. Sachkovc, E. N. Sachkovac

a Lomonosov Moscow State University, Leninskie Gory, 1, Moscow, 119991, Russia
b Central Economics and Mathematics Institute of the Russian Academy of Sciences, Nakhimovskii pr., 47, Moscow, 117418, Russia
c State University of Humanities and Technology, ul. Zelenaya, 22, Orekhovo-Zuevo, 142611, Russia

Abstract: The Poincaré small parameter method is actively used in celestial mechanics, as well as in the theory of differential equations and in its important section called optimal control. In this paper, the mentioned method is used to construct an explicit form of Nash and Berge equilibrium in a differential positional game with a small influence of one of the players on the rate of change of the state vector.

Keywords: small parameter method, differential linear-quadratic noncooperative game, Nash equilibrium, Berge equilibrium

UDC: 517.928.3, 519.62

MSC: 91A10

Received: 14.09.2023
Accepted: 25.11.2023

Language: English

DOI: 10.35634/vm230405



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© Steklov Math. Inst. of RAS, 2024