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The open-loop discounted linear quadratic differential game for regular higher order index descriptor systems

Engwerda,J.C.
; 
Salmah,Y.
; 
Wijayanti,I.E.
Abstract
In this article we consider the discounted linear quadratic differential game for descriptor systems that have an index larger than one. We derive both necessary and sufficient conditions for existence of an open-loop Nash (OLN) equilibrium. In a small macro-economic stabilisation game we illustrate that the corresponding optimal response is generically cyclic.
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Appeared earlier as CentER Discussion Paper 2008-90 (rt)
Date
2009
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Tilburg University Research Output Collection
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Engwerda, J C, Salmah, Y & Wijayanti, I E 2009, 'The open-loop discounted linear quadratic differential game for regular higher order index descriptor systems', International Journal of Control, vol. 82, no. 12, pp. 2365-2374.
URI
https://hdl.handle.net/20.500.14602/51642
License
info:eu-repo/semantics/restrictedAccess
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