Abstract
The construction of time-lag incentive strategies for continuous time convex problems is considered. The strategies are affine in the data available and they are represented by means of Stieltjes measures. It is shown how incentive strategies can be used as equilibrium strategies in symmetric games where the decision makers are cooperative.
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Communicated by J. B. Cruz, Jr.
This work was supported by the Research Council for Technology of the Academy of Finland and by the Emil Aaltonen Foundation.
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Ehtamo, H., Hämäläinen, R.P. Incentive strategies and equilibria for dynamic games with delayed information. J Optim Theory Appl 63, 355–369 (1989). https://doi.org/10.1007/BF00939802
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DOI: https://doi.org/10.1007/BF00939802