|Title:||Nash and Stackelberg Differential Games|
|Group/Series/Folder:||Record Group 8.15 - Institute for Advanced Study|
Series 3 - Audio-visual Materials
|Location:||8.15:3 box 1.5|
|Notes:||IAS Distinguished Lecture.|
Abstract: Prof Bensoussan considers a large class of stochastic differential games for several players. The class includes Nash differential games as well as Stackelberg differential games. A mix is possible. He proves existence of feedback strategies under general conditions. The limitations concern the functional in which the state and the controls appear separately. This is also true for the state equations. The controls appear in a quadratic form for the payoff and linearly in the state equation. The most serious restriction is the dimension of the state equation, which cannot exceed 2. The reason comes from PDE (partial differential equations) techniques used in studying the system of Bellman equations obtained by Dynamic Programming arguments. In his previous work, there is not such a restriction, but there are serious restrictions on the structure of the Hamiltonians, which are violated in the applications dealt with in this article.
Duration: 76 min.
|Appears in Series:||8.15:3 - Audio-visual Materials|
Videos for Public -- Distinguished Lectures