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A Blaquiere An introduction to differential games
A Friedman Lectures on differential games
R T Rockafellar Saddlepoints and convex analysis
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agents algorithm assume assumptions Banach spaces called choose closed competitive allocation Compute concave concave-convex function condition consider constraints consumer consumption continuous function control functions convergence convex cone convex functions convex sets Corollary corresponding curve defined definition denote differential equations differential games DSDS Dynamic Programming economy equivalent example exists finite firm func given graph Hence holds implies indifference curve inequality initial Lemma linear manifold Math matrix maximize measure space minimax theorems minimization mutually profitable Nash equilibrium objective function obtain open loop optimization problem ordinary differential equations parameters Pareto minimum partial ordering payoff player preference Proof properties Proposition prove pure strategies pursuit-evasion respectively saddle point saddle-value satisfy semicontinuous sequence solution subsystem suppose syndicate Theorem theory tion topology traders trajectory unique variables vector weakly zero