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Linear Quadratic Games: An Overview

Engwerda,J.C.
Abstract
In this paper we review some basic results on linear quadratic differential games.We consider both the cooperative and non-cooperative case.For the non-cooperative game we consider the open-loop and (linear) feedback information structure.Furthermore the effect of adding uncertainty is considered.The overview is based on [9].Readers interested in detailed proofs and additional results are referred to this book.
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Subsequently published in Advances in Dynamic Games and their Applications (book), 2009 Pagination: 32
Date
2006
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Macroeconomics
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Tilburg University Research Output Collection
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Keywords
linear-quadratic games, Nash equilibrium, affine systems, solvability conditions, Riccati equations, C61 - Optimization Techniques ; Programming Models ; Dynamic Analysis, C72 - Noncooperative Games, C73 - Stochastic and Dynamic Games ; Evolutionary Games ; Repeated Games
Citation
Engwerda, J C 2006 'Linear Quadratic Games : An Overview' CentER Discussion Paper, vol. 2006-110, Macroeconomics, Tilburg.
URI
https://hdl.handle.net/20.500.14602/27564
License
info:eu-repo/semantics/restrictedAccess
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