The solution infinite horizon noncooperative differential game with nonlinear dynamics without the Hamilton-Jacobi-Bellman equation

For a non-cooperative m-persons differential game, the value functions ofthe various players satisfy a system of Hamilton-Jacobi-Bellman equations.Nashequilibrium solutions in feedback form can be obtained by studying a related system of P.D.E’s.A new approach, which is proposed in this paper allows one to construct the feedback optimal control and cost functions J_i(t,x),i=1,…,m directly,i.e.,without any reference to the corresponding Hamilton-Jacobi-Bellman equations.