De la Cruz, Jorge H.Ivorra, Benjamín Pierre PaulRamos Del Olmo, Ángel Manuel2023-06-202023-06-202012-10https://hdl.handle.net/20.500.14352/49144In this work, we develope a numerical method to solve infinite time differential games in closed-loop equilibria. Differential games are thought to be run in dynamic decissions and competitive situations, such as marketing investments and pricing policies in a company. Closed-loop equilibria allow us to obtain strategies as a function of ourselves and our competitor. We apply our algorithm to a real data set of two competitive firms. We show how our algorithm is able to develop a different price-advertising strategy to get bigger benefitsengA numerical method to solve a duopolistic differential game in a closed-loop equilibriumtechnical reporthttp://www.mat.ucm.es/deptos/ma/prepublicaciones/2012/2012-13p.pdfhttp://www.mat.ucm.es/deptos/maopen access519.6517.977.8Differential gamesclosed-loop equilibriumtime series modelsLotka-Volterra modelsHamilton-Jacobi-Bellman equationsdynamic programmingAnálisis numéricoInvestigación operativa (Matemáticas)1206 Análisis Numérico1207 Investigación Operativa