Infinite Horizon Noncooperative Differential Games with Non-Smooth Costs

In the present paper, we consider a class of two players infinite horizon differential games, with piecewise smooth costs exponentially discounted in time. Through the analysis of the value functions, we study in which cases it is possible to establish the existence Nash equilibrium solutions in feedback form. We also provide examples of piecewise linear costs whose corresponding games have either infinitely many Nash equilibria or no solutions at all.