Moving Horizon Control in Dynamic Games

W.A. van den Broek

Research output: Working paperDiscussion paperOther research output

342 Downloads (Pure)

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.
Original languageEnglish
Place of PublicationTilburg
PublisherMacroeconomics
Number of pages24
Volume1999-07
Publication statusPublished - 1999

Publication series

NameCentER Discussion Paper
Volume1999-07

Keywords

  • Moving horizon control
  • (LQ) differential games

Fingerprint

Dive into the research topics of 'Moving Horizon Control in Dynamic Games'. Together they form a unique fingerprint.

Cite this