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On the selection of one feedback Nash equilibrium in discounted linear-quadratic games

Author

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  • CARTIGNY, Pierre
  • MICHEL, Philippe

Abstract

We study a selection method for a Nash feedback equilibrium of a one-dimensional linear-quadratic nonzero sum game over an infinite horizon : by introducing a change in the time variable, one obtains an associated game over a finite horizon T > 0 and with free terminal state. This associated game admits a unique solution which converges to a particular Nash feedback equilibrium of the original problem as the horizon T goes to infinity. Key Words. Linear-quadratic games. Nonzero sum differential games. Nash equilibria. Infinite horizon.

Suggested Citation

  • CARTIGNY, Pierre & MICHEL, Philippe, 2002. "On the selection of one feedback Nash equilibrium in discounted linear-quadratic games," LIDAM Discussion Papers CORE 2002034, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Handle: RePEc:cor:louvco:2002034
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    Cited by:

    1. Denis Claude & Charles Figuières & Mabel Tidball, 2012. "Regulation of Investments in Infrastructure: The Interplay between Strategic Behaviors and Initial Endowments," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 14(1), pages 35-66, February.
    2. Charles Figuières, 2009. "Markov interactions in a class of dynamic games," Theory and Decision, Springer, vol. 66(1), pages 39-68, January.
    3. Markus Eigruber & Franz Wirl, 2025. "On the non-uniqueness of linear Markov perfect equilibria in linear-quadratic differential games: a geometric approach," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 79(3), pages 911-943, May.
    4. Javier Frutos & Guiomar Martín-Herrán, 2018. "Selection of a Markov Perfect Nash Equilibrium in a Class of Differential Games," Dynamic Games and Applications, Springer, vol. 8(3), pages 620-636, September.

    More about this item

    Keywords

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    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

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