미분게임 일반모형에 대한 Nash 균형해의 존재증명

Existence Proffs of a Nash Equilibrium to a General Class of Differential Games

This paper extends the existence proofs of a Nash equilibrium to a more general class of differentila game models with constraints on the control spaces. With the assumptions of continuity, convexity, and compactness, the existence is proved using Kakutani Theorem and via a path-following approach. Furthermore, the proof for a period-by-period optimization of multi-period problems provides an insight to a numerical solution algorithm to differential game models with constraints.

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