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Main Authors: Li, Wen, Zou, Du, Li, Deyi, Feng, Yuqiang
Format: Preprint
Published: 2024
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Online Access:https://arxiv.org/abs/2409.04012
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author Li, Wen
Zou, Du
Li, Deyi
Feng, Yuqiang
author_facet Li, Wen
Zou, Du
Li, Deyi
Feng, Yuqiang
contents The paper explores n-player multi-objective interval differential games, where the terminal payoff function and integral payoff function of players are both interval-vector-valued functions. Firstly, by leveraging the partial order relationship among interval vectors, we establish the concept of (weighted) open-loop Pareto-Nash equilibrium for multi-objective interval differential games and derive two theorems regarding the existence of such equilibria. Secondly, necessary conditions for open-loop Pareto-Nash equilibria in n-player interval differential games are derived through constructing Hamilton functions in an interval form and applying the Pontryagin maximum principle. Subsequently, sufficient conditions for their existence are provided by defining a maximization Hamilton function and utilizing its concavity. Finally, a two-player linear quadratic interval differential game is discussed along with a specific calculation method to determine its open-loop Pareto-Nash equilibrium.
format Preprint
id arxiv_https___arxiv_org_abs_2409_04012
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Open-loop Pareto-Nash equilibria in multi-objective interval differential games
Li, Wen
Zou, Du
Li, Deyi
Feng, Yuqiang
Optimization and Control
The paper explores n-player multi-objective interval differential games, where the terminal payoff function and integral payoff function of players are both interval-vector-valued functions. Firstly, by leveraging the partial order relationship among interval vectors, we establish the concept of (weighted) open-loop Pareto-Nash equilibrium for multi-objective interval differential games and derive two theorems regarding the existence of such equilibria. Secondly, necessary conditions for open-loop Pareto-Nash equilibria in n-player interval differential games are derived through constructing Hamilton functions in an interval form and applying the Pontryagin maximum principle. Subsequently, sufficient conditions for their existence are provided by defining a maximization Hamilton function and utilizing its concavity. Finally, a two-player linear quadratic interval differential game is discussed along with a specific calculation method to determine its open-loop Pareto-Nash equilibrium.
title Open-loop Pareto-Nash equilibria in multi-objective interval differential games
topic Optimization and Control
url https://arxiv.org/abs/2409.04012