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A Note on Cooperative Linear Quadratic Control

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Author Info
Engwerda, J.C. (Tilburg University, Center for Economic Research)

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Abstract

In this note we consider the cooperative linear quadratic control problem. That is, the problem where a number of players, all facing a (different) linear quadratic control problem, decide to cooperate in order to optimize their performance. It is well-known, in case the performance criteria are positive definite, how one can determine the set of Pareto efficient equilibria for these games. In this note we generalize this result for indefinite criteria.

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Paper provided by Tilburg University, Center for Economic Research in its series Discussion Paper with number 2007-15.

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Date of creation: 2007
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Handle: RePEc:dgr:kubcen:200715

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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
C71 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Cooperative Games
C73 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Stochastic and Dynamic Games; Evolutionary Games

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  1. Engwerda, J.C., 2007. "Necessary and Sufficient Conditions for Solving Cooperative Differential Games," Discussion Paper 2007-42, Tilburg University, Center for Economic Research. [Downloadable!]
  2. Engwerda, Jacob, 2006. "Linear quadratic games : an overview," Discussion Paper 110, Tilburg University, Center for Economic Research. [Downloadable!]
  3. Engwerda, J.C., 2007. "Multicriteria Dynamic Optimization Problems and Cooperative Dynamic Games," Discussion Paper 2007-41, Tilburg University, Center for Economic Research. [Downloadable!]
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