Abstract
Construction of optimal incentive strategies for continuous time two-person game problems described by integral convex cost criteria is considered. The strategies are affine in the data available and they are represented by means of Stieltjes measures.
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Ehtamo, H., Hämäläinen, R.P. (1986). On Affine Incentives for Dynamic Decision Problems. In: Başar, T. (eds) Dynamic Games and Applications in Economics. Lecture Notes in Economics and Mathematical Systems, vol 265. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-61636-5_3
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DOI: https://doi.org/10.1007/978-3-642-61636-5_3
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