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The Open-Loop Linear Quadratic Differential Game for Index One Descriptor Systems

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

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Abstract

In this paper we consider the linear quadratic differential game for descriptor systems that have index one. We derive both necessary and sufficient conditions for existence of an open-loop Nash equilibrium.

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File URL: http://arno.uvt.nl/show.cgi?fid=74841
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Publisher Info
Paper provided by Tilburg University, Center for Economic Research in its series Discussion Paper with number 2008-35.

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Date of creation: 2008
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Handle: RePEc:dgr:kubcen:200835

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Web page: http://center.uvt.nl

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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. Engwerda, Jacob C. & van Aarle, Bas & Plasmans, Joseph E. J., 2002. "Cooperative and non-cooperative fiscal stabilization policies in the EMU," Journal of Economic Dynamics and Control, Elsevier, vol. 26(3), pages 451-481, March. [Downloadable!] (restricted)
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This page was last updated on 2008-9-21.

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