Haar wavelets basis method for Nash equilibrium strategies

Haar wavelets method for Nash equilibrium strategies of a time-varying linear-quadratic differential game problem is proposed. Based upon some useful properties of Haar wavelets, a special operation matrix of integration, product and coefficient matrices are applied to the government equation such that the cross-coupled Riccati matrix differential equations can be solved easily. The local property of Haar wavelets is advantageous to shorten the calculation process in the task.