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

Vestn. Udmurtsk. Univ. Mat. Mekh. Komp. Nauki, 2011 Issue 2, Pages 3–11 (Mi vuu213)

This article is cited in 1 paper

MATHEMATICS

Infinitesimal characterization of Nash equilibrium for differential games with many players

Yu. V. Averboukh

Institute of Mathematics and Mechanics, Ural Branch of the Russian Academy of Sciences, Ekaterinburg, Russia

Abstract: We study Nash equilibrium for a differential game with many players. The condition on a multivalued map under which any value of this map is a set of Nash equilibrium payoffs is obtained. This condition is written in infinitesimal form. The sufficient condition for the given complex of continuous functions to provide a Nash equilibrium is obtained. This condition is a generalization of the method based on system of Hamilton–Jacobi equations.

Keywords: Nash equilibrium, differential games, generalized derivatives.

UDC: 517.977.8

MSC: 49N70, 91A10, 49L25

Received: 09.12.2010



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