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Dynamic Zero-Sum Games with Linear Constraints

In: Turnpike Theory of Continuous-Time Linear Optimal Control Problems

Author

Listed:
  • Alexander J. Zaslavski

    (The Technion - Israel Institute of Technology)

Abstract

In this chapter we study the existence and turnpike properties of approximate solutions for a class of dynamic continuous-time two-player zero-sum games without using convexity-concavity assumptions. We describe the structure of approximate solutions which is independent of the length of the interval, for all sufficiently large intervals and show that approximate solutions are determined mainly by the objective function, and are essentially independent of the choice of interval and endpoint conditions.

Suggested Citation

  • Alexander J. Zaslavski, 2015. "Dynamic Zero-Sum Games with Linear Constraints," Springer Optimization and Its Applications, in: Turnpike Theory of Continuous-Time Linear Optimal Control Problems, edition 127, chapter 0, pages 191-207, Springer.
    • Handle: RePEc:spr:spochp:978-3-319-19141-6_6
    DOI: 10.1007/978-3-319-19141-6_6
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