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We consider a continuous time system influenced by different agents who adopt moving horizon control. The well known Nash equilibrium concept is used to define two solution concepts fitting in the moving horizon structure. One of them is analyzed in more detail in the class of linear quadratic games. The (dis)advantages of moving horizon control are illustrated by means of a government debt stabilization model. Journal of Economic LiteratureClassification Numbers: C60, C72, C73 and E60.

We consider a continuous time system influenced by different agents who adopt moving horizon control. The well known Nash equilibrium concept is used to define two solution concepts fitting in the moving horizon structure. One of them is analyzed in more detail in the class of linear quadratic games. The (dis)advantages of moving horizon control are illustrated by means of a government debt stabilization model. Journal of Economic LiteratureClassification Numbers: C60, C72, C73 and E60.

No abstract

A theory for disturbance decoupling problems has been well developed in the area of geometric control theory. The aim of the present study is to introduce disturbance decoupling problems in a dynamic game context. For this purpose, techniques from geometric control theory are applied. Necessary and sufficient conditions are derived for the solvability of the disturbance decoupling problems introduced here. Consequently, for a given game, the players can easily check if these problems are solvable or not.