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Open-Loop Nash Equilibria in the Non-cooperative Infinite-planning Horizon LQ Game

Engwerda,J.C.
Abstract
Abstract: In this note we reconsider Nash equilibria for the linear quadratic differential game for an infinite planning horizon. We consider an open-loop information structure. In the standard literature this problem is solved under the assumption that every player can stabilize the system on his own. In this note we relax this assumption and provide both necessary and sufficient conditions for existence of Nash equilibria for this game under the assumption that the system as a whole is stabilizable.
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Pagination: 12
Date
2012
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Volume Title
Publisher
Econometrics
Collections
Tilburg University Research Output Collection
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2012-052.pdf
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Keywords
linear-quadratic differential games, open-loop Nash equilibrium, 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 2012 'Open-Loop Nash Equilibria in the Non-cooperative Infinite-planning Horizon LQ Game' CentER Discussion Paper, vol. 2012-052, Econometrics, Tilburg.
URI
https://hdl.handle.net/20.500.14602/29161
License
info:eu-repo/semantics/restrictedAccess
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