TY  - JOUR
A1  - Campana, Francesca Calà
A1  - Borzì, Alfio
T1  - On the SQH Method for Solving Differential Nash Games
JF  - Journal of Dynamical and Control Systems
N2  - A sequentialquadratic Hamiltonian schemefor solving open-loop differential Nash games is proposed and investigated. This method is formulated in the framework of the Pontryagin maximum principle and represents an efficient and robust extension of the successive approximations strategy for solving optimal control problems. Theoretical results are presented that prove the well-posedness of the proposed scheme, and results of numerical experiments are reported that successfully validate its computational performance.
KW  - successive approximations strategy
KW  - sequential quadratic hamiltonian method
KW  - differential nash games
KW  - pontryagin maximum principle
Y1  - 2022
U6  - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:bvb:20-opus-269111
SN  - 1573-8698
VL  - 28
ER  -