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The Open-Loop Discounted Linear Quadratic Differential Game for Regular Higher Order Index Descriptor Systems

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

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Abstract

In this paper 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 stabilization game we illustrate that the corresponding optimal response is generically cyclic.

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Paper provided by Tilburg University, Center for Economic Research in its series Discussion Paper with number 2009-1.

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Date of creation: 2009
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Handle: RePEc:dgr:kubcen:20091

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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. Reinhard Neck & Engelbert Dockner, 1995. "Commitment and coordination in a dynamic game model of international economic policy-making," Open Economies Review, Springer, vol. 6(1), pages 5-28, January. [Downloadable!] (restricted)
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This page was last updated on 2009-11-25.

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