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Feedback Nash Equilibria for Linear Quadratic Descriptor Differential Games

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Author Info

  • Engwerda, J.C.
  • Salmah, Y.

    (Tilburg University, Center for Economic Research)

Abstract

In this note we consider the non-cooperative linear feedback Nash quadratic differential game with an infinite planning horizon for descriptor systems of index one. The performance function is assumed to be indefinite. We derive both necessary and sufficient conditions under which this game has a Nash equilibrium.

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Bibliographic Info

Paper provided by Tilburg University, Center for Economic Research in its series Discussion Paper with number 2010-79.

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Date of creation: 2010
Date of revision:
Handle: RePEc:dgr:kubcen:201079

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

Related research

Keywords: linear-quadratic games; linear feedback Nash equilibrium; affine systems; solvability conditions; Riccati equations;

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Cited by:
  1. Aarle, B. van & Engwerda, J.C. & Plasmans, J.E.J. & Weeren, A.J.T.M., 2001. "Macroeconomic policy interaction under EMU: A dynamic game approach," Open Access publications from Tilburg University urn:nbn:nl:ui:12-85061, Tilburg University.
  2. Broek, W.A. van den, 2001. "Uncertainty in Differential Games," Open Access publications from Tilburg University urn:nbn:nl:ui:12-86239, Tilburg University.
  3. Engwerda, J.C., 2000. "The solution set of the N-player scalar feedback Nash algebraic Riccati equations," Open Access publications from Tilburg University urn:nbn:nl:ui:12-85060, Tilburg University.
  4. Reddy, P.V. & Engwerda, J.C., 2010. "Feedback Nash Equilibria for Descriptor Differential Games Using Matrix Projectors," Discussion Paper 2010-140, Tilburg University, Center for Economic Research.

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