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Uniqueness Conditions for the Infinite-Planning Horizon Open-Loop Linear Quadratic Differential Game

Engwerda,J.C.
Abstract
In this note we consider the open-loop Nash linear quadratic differential game with an infinite planning horizon.The performance function is assumed to be indefinite and the underlying system affine.We derive both necessary and sufficient conditions under which this game has a unique Nash equilibrium.
Description
Pagination: 16
Date
2005
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Volume Title
Publisher
Macroeconomics
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Tilburg University Research Output Collection
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Keywords
linear-quadratic games, open-loop 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 2005 'Uniqueness Conditions for the Infinite-Planning Horizon Open-Loop Linear Quadratic Differential Game' CentER Discussion Paper, vol. 2005-32, Macroeconomics, Tilburg.
URI
https://hdl.handle.net/20.500.14602/27319
License
info:eu-repo/semantics/restrictedAccess
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