• Jingchen (Chandler) Wu
  • Wednesday, October 27. 4-5 p.m.
  • EH 3866

In game theory, differential games are a group of problems related with dynamical system and optimal control. But in differential game, there exist more than one objective function, which makes it different than normal optimal control problem. In this talk, I will introduce the definitions of equilibria in differential games and illustrate how to find equilibria in some problems (Cournot and Stackelberg equilibria). Basic concepts of optimal control such as HJB equation and Pontryagin’s maximum principle will also be mentioned in the talk.