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Moving Horizon Control in Dynamic Games

van den Broek,W.A.
Abstract
We consider a continuous time system influenced by different agents who adopt moving horizon control. The well known Nash equilibrium concept is used to define two solution concepts fitting in the moving horizon structure. One of them is analyzed in more detail in the class of linear quadratic games. The (dis)advantages of moving horizon control are illustrated by means of a government debt stabilization model.
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Pagination: 24
Date
1999
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Publisher
Macroeconomics
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Tilburg University Research Output Collection
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Keywords
Moving horizon control, (LQ) differential games, C60 - General, C72 - Noncooperative Games, C73 - Stochastic and Dynamic Games ; Evolutionary Games ; Repeated Games, E60 - General
Citation
van den Broek, W A 1999 'Moving Horizon Control in Dynamic Games' CentER Discussion Paper, vol. 1999-07, Macroeconomics, Tilburg.
URI
https://hdl.handle.net/20.500.14602/26530
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