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Uncertainty theory provides us an alternative for modeling human uncertainty without the scope of probability theory. In a dynamic game, the system dynamics often has noise by human disturbance and can be described by an uncertain differential equation. In order to investigate such a problem, an uncertain differential game model and its solution concept of feedback Nash equilibrium is proposed in this paper. Moreover, a sufficient condition is established to guarantee a feedback Nash equilibrium of the game. As an application, the capitalism problem is analyzed by uncertain differential game. The results show that uncertain differential game is a powerful tool for dealing with dynamic game.

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