Feedback solution of a class of differential games with endogenous horizons

David W. K. Yeung*

*Corresponding author for this work

Research output: Contribution to journalJournal articlepeer-review

2 Citations (Scopus)


In this paper, we consider a class of differential games in which the game ends when a subset of its state variables reaches a certain target at the terminal time. A special feature of the game is that its horizon is not fixed at the outset, but is determined endogenously by the actions of the players; conditions characterizing a feedback Nash equilibrium (FNE) solution of the game are derived for the first time. Extensions and illustrations of the derivation of FNE solutions of the game are provided.

Original languageEnglish
Pages (from-to)657-675
Number of pages19
JournalJournal of Optimization Theory and Applications
Issue number3
Publication statusPublished - Sept 2000
Externally publishedYes

Scopus Subject Areas

  • Management Science and Operations Research
  • Control and Optimization
  • Applied Mathematics

User-Defined Keywords

  • Differential games
  • Feedback Nash equilibrium
  • Endogenous horizons


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