Lyapunov Functions in Differential Games

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This book explores the solution of dynamical games problems under uncertainty by means of the Bellman-Lyapunov function. The author first describes the foundations of differential games under uncertainties and presents examples from economic dynamics needed for the investigation. He focuses on the notion of the vector guarantee, its properties, and the methods of construction. Part Two explores differential linear quadratic games under uncertainty. Here the author proposes new guaranteeing solutions based on the concept of the equilibrium of objections and counter-objections as well as the active equilibrium. Each chapter includes exercises, and solutions are provided at the end of the book.