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Necessary and Sufficient Conditions for Pareto Optimality in Infinite Horizon Cooperative Differential Games

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Author Info

  • Reddy, P.V.
  • Engwerda, J.C.

    (Tilburg University, Center for Economic Research)

Abstract

In this article we derive necessary and sufficient conditions for the existence of Pareto optimal solutions for infinite horizon cooperative differential games. We consider games defined by non autonomous and discounted autonomous systems. The obtained results are used to analyze the regular indefinite linear quadratic infinite horizon differential game. For the scalar case, we present an algorithm, with mild conditions on the control space, to find all the Pareto optimal solutions.

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Bibliographic Info

Paper provided by Tilburg University, Center for Economic Research in its series Discussion Paper with number 2011-041.

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Date of creation: 2011
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Handle: RePEc:dgr:kubcen:2011041

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

Related research

Keywords: Pareto Efficiency; Cooperative Differential Games; Infinite Horizon Optimal Control; LQ theory;

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  1. Reddy, P.V. & Engwerda, J.C., 2011. "Necessary and Sufficient Conditions for Pareto Optimality in Infinite Horizon Cooperative Differential Games," Discussion Paper 2011-041, Tilburg University, Center for Economic Research.
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Cited by:
  1. Engwerda, J.C. & Aarle, B. van & Plasmans, J.E.J. & Weeren, A.J.T.M., 2012. "Debt Stabilization Games in the Presence of Risk Premia," Discussion Paper 2012-056, Tilburg University, Center for Economic Research.
  2. Reddy, P.V. & Engwerda, J.C., 2011. "Necessary and Sufficient Conditions for Pareto Optimality in Infinite Horizon Cooperative Differential Games," Discussion Paper 2011-041, Tilburg University, Center for Economic Research.

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