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

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  • Engwerda, J.C.
  • Salmah, Y.
  • Wijayanti, I.E.

    (Tilburg University, Center for Economic Research)

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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Bibliographic Info

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

Related research

Keywords: linear quadratic differential games; open-loop information structure; descriptor systems;

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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.
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