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The Infinite Horizon Open-Loop Nash LQ-Game

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  • Engwerda, J.C.

    (Tilburg University, Faculty of Economics)

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  • Engwerda, J.C., 1996. "The Infinite Horizon Open-Loop Nash LQ-Game," Research Memorandum 741, Tilburg University, School of Economics and Management.
  • Handle: RePEc:tiu:tiurem:bb9762e7-faab-4ad2-8dd8-406080822120
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    References listed on IDEAS

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    1. 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.
    2. Levine, Paul & Brociner, Andrew, 1994. "Fiscal policy coordination and EMU : A dynamic game approach," Journal of Economic Dynamics and Control, Elsevier, vol. 18(3-4), pages 699-729.
    3. 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, Springer;European Association of Environmental and Resource Economists, vol. 2(2), pages 161-181, March.
    4. Halkin, Hubert, 1974. "Necessary Conditions for Optimal Control Problems with Infinite Horizons," Econometrica, Econometric Society, vol. 42(2), pages 267-272, March.
    5. de Zeeuw, A J & van der Ploeg, F, 1991. "Difference Games and Policy Evaluation: A Conceptual Framework," Oxford Economic Papers, Oxford University Press, vol. 43(4), pages 612-636, October.
    6. 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.
    7. HALKIN, Hubert, 1974. "Necessary conditions for optimal control problems with infinite horizons," LIDAM Reprints CORE 193, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    8. 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 161-179, April-Jun.
    9. Bas Aarle & Lans Bovenberg & Matthias Raith, 1995. "Monetary and fiscal policy interaction and government debt stabilization," Journal of Economics, Springer, vol. 62(2), pages 111-140, June.
    10. Weeren, A.J.T.M., 1995. "Coordination in hierarchical control," Other publications TiSEM c24c0d84-75c9-4e80-a9cd-0, Tilburg University, School of Economics and Management.
    11. 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.
    12. Weeren, A.J.T.M. & Schumacher, J.M. & Engwerda, J.C., 1994. "Asymptotic analysis of Nash equilibria in nonzero-sum linear-quadratic differential games : The two player case," Other publications TiSEM be0298d2-f7dc-4ba1-8d28-b, Tilburg University, School of Economics and Management.
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    Cited by:

    1. Talman, A.J.J. & Zoutenbier, M.H.H., 1997. "Lemke-Howson method with arbitrary starting strategy," Research Memorandum 755, Tilburg University, School of Economics and Management.
    2. Moors, J.J.A. & Strijbosch, L.W.G., 1997. "New Proposals for the Validation of Trace-Driven Simulations," Other publications TiSEM 2a9969ec-1225-410f-ac6c-7, Tilburg University, School of Economics and Management.
    3. 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.
    4. Miyazawa, M. & Nieuwenhuis, G. & Sigman, K., 1997. "Palm theory of random time changes," Other publications TiSEM a05e5604-ed3e-4e57-8d44-8, Tilburg University, School of Economics and Management.
    5. Miyazawa, M. & Nieuwenhuis, G. & Sigman, K., 1997. "Palm theory of random time changes," Research Memorandum 754, Tilburg University, School of Economics and Management.

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    Keywords

    game theory; Nash equilibrium;

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