By Ramasubramanian S.
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Additional info for A d-person Differential Game with State Space Constraints
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Fix yˆ1 (·). Let 0 ≤ y2 (t) < λ2 t for some t. Corresponding to yˆ1 (·), y2 (·) note that z1 (t) ≥ 0 but z2 (t) = −t + y2 (t) + R21 yˆ1 (t) < 0. So with yˆ1 (·) fixed, y2 (·) cannot be feasible unless y2 (t) ≥ λ2 t, ∀t. In an entirely analogous manner with yˆ2 (·) fixed, y1 (·) cannot be feasible unless y1 (t) ≥ λ1 t for all t. Therefore it follows that for any λ1 , λ2 as above (uˆ 1 (·), uˆ 2 (·)) ≡ (λ1 , λ2 ) gives a Nash equilibrium for each t ≥ 0. So even Nash equilibrium serving for all t need not be unique.