We revisit the assumption of differentiability of solutions with respect to exogenous variables in the differential games literature (e.g., Ling and Caputo (J Optim Theory Appl 149:151–174, 2011). We show that differentiability can be replaced with a weaker condition that preserves the sign of any comparative dynamics. Although we only consider the Markovian Nash Equilibria in this paper, our result also applies to other concepts of equilibria such as the Stackelberg equilibria.
- Differentiability of solutions
- Differential games
- Local comparative dynamics
ASJC Scopus subject areas
- Management Science and Operations Research
- Control and Optimization
- Applied Mathematics