ABSTRACT
The purpose of game theory is to model problems of conflict and cooperation among players. These players are represented by finite- or infinite-dimensional variables, and each of them has the purpose to optimise its own objective function. The focus of this chapter is on games governed by differential models and on the solution concept due to John Forbes Nash, Jr. In this framework, linear-quadratic differential games are considered in order to illustrate the concepts of open- and closed-loop games, and the bargaining problem. A classical pursuit-evasion game is discussed in the last section of this chapter.
