Abstract

A new solution concept based on moving horizon control is introduced in the area of nonzero-sum infinite-horizon differential games. In this concept the players have a feedback information pattern. Aspects of finite-horizon open-loop Nash equilibria are also incorporated in the moving horizon solution concept. The feedback information pattern makes the concept of practical significance and the open-loop elements result in good analytic tractability. Special attention is paid to the class of linear-quadratic games. The analytic computability of the moving horizon solution is illustrated by an analysis of the scalar case and an economic example.

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