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Linear quadratic games : an overview

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

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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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Paper provided by Tilburg University, Center for Economic Research in its series Discussion Paper with number 110.

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Date of creation: 2006
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Handle: RePEc:dgr:kubcen:2006110

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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

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  1. Hansen, Lars Peter & Sargent, Thomas J & Tallarini, Thomas D, Jr, 1999. "Robust Permanent Income and Pricing," Review of Economic Studies, Blackwell Publishing, vol. 66(4), pages 873-907, October. [Downloadable!] (restricted)
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  2. Nash, John, 1953. "Two-Person Cooperative Games," Econometrica, Econometric Society, vol. 21(1), pages 128-140, April. [Downloadable!] (restricted)
  3. Engwerda, Jacob, 2005. "A numerical algorithm to find soft-constrained Nash equilibria in scalar LQ-games," Discussion Paper 33, Tilburg University, Center for Economic Research. [Downloadable!]
  4. Engwerda, J.C., 2007. "A Note on Cooperative Linear Quadratic Control," Discussion Paper 2007-15, Tilburg University, Center for Economic Research. [Downloadable!]
  5. Nash, John, 1950. "The Bargaining Problem," Econometrica, Econometric Society, vol. 18(2), pages 155-162, April. [Downloadable!] (restricted)
  6. Engwerda, Jacob, 2005. "Uniqueness conditions for the infinite-planning horizon open-loop linear quadratic differential game," Discussion Paper 32, Tilburg University, Center for Economic Research. [Downloadable!]
  7. Bas Aarle & Lans Bovenberg & Matthias Raith, 1995. "Monetary and fiscal policy interaction and government debt stabilization," Journal of Economics, Springer, vol. 62(2), pages 111-140, June. [Downloadable!] (restricted)
  8. Aarle, B. van & Bovenberg, L. & Raith, M., 1995. "Monetary and Fiscal Policy Interaction and Government Debt Stabilization," Discussion Paper 1, Tilburg University, Center for Economic Research. [Downloadable!]
  9. Thomson, William, 1994. "Cooperative models of bargaining," Handbook of Game Theory with Economic Applications, in: R.J. Aumann & S. Hart (ed.), Handbook of Game Theory with Economic Applications, edition 1, volume 2, chapter 35, pages 1237-1284 Elsevier. [Downloadable!] (restricted)
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  10. 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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