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Séminaire du LJLL - 06 04 2018 14h00 : A. Bressan
Alberto Bressan (Université d’Etat de Pennsylvanie, State College)
Feedback solutions to noncooperative differential game
Résumé
The talk will present some recent progress on differential games in infinite time horizon.
The first part will be concerned with the stability of Nash equilibria. Given a feedback solution for a linear-quadratic game, one can show in many cases that this solution persists under small nonlinear perturbations of the dynamics and of the cost functions.
The second part will be concerned with feedback Stackelberg equilibria for a stochastic game. In general, the optimal feedback for the leading player depends on the initial data (or on the probability distribution given on the initial data). However, one can introduce a concept of solutions which are independent of the initial data. Some results on the existence of such solutions will be discussed.