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.
|Place of Publication||Tilburg|
|Number of pages||24|
|Publication status||Published - 1999|
|Name||CentER Discussion Paper|
- Moving horizon control
- (LQ) differential games