Open-Loop Nash Equilibria in the Non-cooperative Infinite-planning Horizon LQ Game
Abstract
Abstract: In this note we reconsider Nash equilibria for the linear quadratic differential game for an infinite planning horizon. We consider an open-loop information structure. In the standard literature this problem is solved under the assumption that every player can stabilize the system on his own. In this note we relax this assumption and provide both necessary and sufficient conditions for existence of Nash equilibria for this game under the assumption that the system as a whole is stabilizable.Download Info
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Paper provided by Tilburg University, Center for Economic Research in its series Discussion Paper with number 2012-052.Length:
Date of creation: 2012
Date of revision:
Handle: RePEc:dgr:kubcen:2012052
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Web page: http://center.uvt.nl
Related research
Keywords:Find related papers by JEL classification:
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - 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
This paper has been announced in the following NEP Reports:
- NEP-ALL-2012-07-14 (All new papers)
- NEP-GTH-2012-07-14 (Game Theory)
- NEP-MIC-2012-07-14 (Microeconomics)
References
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- Engwerda, J.C., 2008. "Uniqueness conditions for the affine open-loop linear quadratic differential games," Open Access publications from Tilburg University urn:nbn:nl:ui:12-364998, Tilburg University.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.Cited by:
- Engwerda, J.C., 1998.
"On the open-loop Nash equilibrium in LQ-games,"
Open Access publications from Tilburg University
urn:nbn:nl:ui:12-80026, Tilburg University.
- Engwerda, Jacob C., 1998. "On the open-loop Nash equilibrium in LQ-games," Journal of Economic Dynamics and Control, Elsevier, vol. 22(5), pages 729-762, May.
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