Uniqueness conditions for the infinite-planning horizon open-loop linear quadratic differential game

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Uniqueness conditions for the infinite-planning horizon open-loop linear quadratic differential game

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Engwerda, Jacob (Tilburg University, Center for Economic Research)

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Jacob Engwerda

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.

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Paper provided by Tilburg University, Center for Economic Research in its series Discussion Paper with number 32.

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Date of creation: 2005
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Handle: RePEc:dgr:kubcen:200532

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Find related papers by JEL classification:
C61 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming - - - Optimization Techniques; Programming Models; Dynamic Analysis
C72 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Noncooperative Games
C73 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Stochastic and Dynamic Games; Evolutionary Games

This paper has been announced in the following NEP Reports:

NEP-ALL-2005-04-09 (All new papers)

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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

Engwerda, Jacob C., 1998. "On the open-loop Nash equilibrium in LQ-games," Journal of Economic Dynamics and Control, Elsevier, vol. 22(5), pages 729-762, May. [Downloadable!] (restricted)
Other versions:
- Engwerda, J.C., 1996. "On the open-loop Nash equilibrium in LQ-games," Research Memorandum 726, Tilburg University, Faculty of Economics and Business Administration. [Downloadable!]
Engwerda, Jacob, 2005. "The open-loop linear quadratic differential game revisited," Discussion Paper 34, Tilburg University, Center for Economic Research. [Downloadable!]

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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

Engwerda, Jacob, 2006. "Linear quadratic games : an overview," Discussion Paper 110, Tilburg University, Center for Economic Research. [Downloadable!]

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