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On the open-loop Nash equilibrium in LQ-games

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  • Engwerda, J.C.

    (Tilburg University)

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Bibliographic Info

Paper provided by Tilburg University in its series Open Access publications from Tilburg University with number urn:nbn:nl:ui:12-80026.

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Date of creation: 1998
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Publication status: Published in Journal of Economic Dynamics and Control (1998) v.22, p.729-762
Handle: RePEc:ner:tilbur:urn:nbn:nl:ui:12-80026

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Web page: http://www.tilburguniversity.edu/

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References

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  1. Brociner, Andrew & Levine, Paul L, 1992. "Fiscal Policy Coordination and EMU: A Dynamic Game Approach," CEPR Discussion Papers 639, C.E.P.R. Discussion Papers.
  2. Douven, R. C. & Engwerda, J. C., 1995. "Is there room for convergence in the E.C.?," European Journal of Political Economy, Elsevier, vol. 11(1), pages 113-130, March.
  3. Bovenberg, A.L. & Aarle , B. van & Raith, M., 1995. "Monetary and fiscal policy interaction and government debt stabilization," Open Access publications from Tilburg University urn:nbn:nl:ui:12-153069, Tilburg University.
  4. Weeren, A.J.T.M., 1995. "Coordination in hierarchical control," Open Access publications from Tilburg University urn:nbn:nl:ui:12-384255, Tilburg University.
  5. Veijo Kaitala & Matti Pohjola & Olli Tahvonen, 1992. "Transboundary air pollution and soil acidification: A dynamic analysis of an acid rain game between Finland and the USSR," Environmental & Resource Economics, European Association of Environmental and Resource Economists, vol. 2(2), pages 161-181, March.
  6. Zeeuw, A.J. de & Ploeg, F. van der, 1987. "Difference games and policy evaluation: A conceptual framework," Research Memorandum 268, Tilburg University, Faculty of Economics and Business Administration.
  7. Engwerda, J.C., 2012. "Open-Loop Nash Equilibria in the Non-cooperative Infinite-planning Horizon LQ Game," Discussion Paper 2012-052, Tilburg University, Center for Economic Research.
  8. 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.
  9. Petit, Maria Luisa, 1989. "Fiscal and Monetary Policy Co-ordination: A Differential Game Approac h," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 4(2), pages 161-79, April-Jun.
  10. Tabellini, Guido, 1986. "Money, debt and deficits in a dynamic game," Journal of Economic Dynamics and Control, Elsevier, vol. 10(4), pages 427-442, December.
  11. Halkin, Hubert, 1974. "Necessary Conditions for Optimal Control Problems with Infinite Horizons," Econometrica, Econometric Society, vol. 42(2), pages 267-72, March.
  12. Fershtman, Chaim & Kamien, Morton I, 1987. "Dynamic Duopolistic Competition with Sticky Prices," Econometrica, Econometric Society, vol. 55(5), pages 1151-64, September.
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Citations

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Cited by:
  1. Engwerda, J.C. & Aarle, B. van & Plasmans, J.E.J., 1997. "The (in)finite horizon open-loop Nash LQ Game: An application to EMU," Discussion Paper 1997-84, Tilburg University, Center for Economic Research.
  2. Engwerda, J.C., 1998. "Computational aspects of the open-loop Nash equilibrium in linear quadratic games," Open Access publications from Tilburg University urn:nbn:nl:ui:12-75998, Tilburg University.
  3. 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.
  4. Engwerda, J.C., 2004. "The open-loop linear quadratic differential game revisited," Open Access publications from Tilburg University urn:nbn:nl:ui:12-142826, Tilburg University.
  5. W. A. van den Broek, 1999. "Moving-Horizon Control in Dynamic Games," Computing in Economics and Finance 1999 122, Society for Computational Economics.
  6. van den Broek, W. A., 2002. "Moving horizon control in dynamic games," Journal of Economic Dynamics and Control, Elsevier, vol. 26(6), pages 937-961, June.
  7. Broek, W.A. van den, 1999. "Moving Horizon Control in Dynamic Games," Discussion Paper 1999-07, Tilburg University, Center for Economic Research.
  8. Adib Bagh, 2013. "Better Reply Security and Existence of Equilibria in Differential Games," Dynamic Games and Applications, Springer, vol. 3(3), pages 325-340, September.
  9. Katrin Erdlenbruch & Raphael Soubeyran & Mabel Tidball & Agnes Tomini, 2012. "(Anti-)Coordination Problems with Scarce Water Resources," Working Papers 12-28, LAMETA, Universtiy of Montpellier, revised Sep 2012.
  10. Engwerda, J.C., 2005. "Uniqueness Conditions for the Infinite-Planning Horizon Open-Loop Linear Quadratic Differential Game," Discussion Paper 2005-32, Tilburg University, Center for Economic Research.

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