A Verification Theorem for Feedback Nash Equilibrium in Multiple-Player Nonzero-Sum Impulse Game

Abstract

Dear Editor, This letter addresses the impulse game problem for a general scope of deterministic, multi-player, nonzero-sum differential games wherein all participants adopt impulse controls. Our objective is to formulate this impulse game problem with the modified objective function including interaction costs among the players in a discontinuous fashion, and subsequently, to derive a verification theorem for identifying the feedback Nash equilibrium strategy.