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The Open-Loop Linear Quadratic Differential Game Revisited

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  • Engwerda, J.C.

    (Tilburg University, School of Economics and Management)

Abstract

In this note we reconsider the indefinite open-loop Nash linear quadratic differential game with an infinite planning horizon.In particular we derive both necessary and sufficient conditions under which the game will have a unique equilibrium.
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Suggested Citation

  • Engwerda, J.C., 2005. "The Open-Loop Linear Quadratic Differential Game Revisited," Other publications TiSEM 4401001c-9004-478f-bd33-8, Tilburg University, School of Economics and Management.
  • Handle: RePEc:tiu:tiutis:4401001c-9004-478f-bd33-8887fc6a84ea
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    References listed on IDEAS

    as
    1. Engwerda, J. C., 1998. "Computational aspects of the open-loop Nash equilibrium in linear quadratic games," Journal of Economic Dynamics and Control, Elsevier, vol. 22(8-9), pages 1487-1506, August.
    2. 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.
    3. 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.
    4. van den Broek, W.A. & Engwerda, J.C. & Schumacher, J.M., 2003. "An equivalence result in linear-quadratic theory," Other publications TiSEM d65171ce-101d-4204-a1ec-f, Tilburg University, School of Economics and Management.
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    Cited by:

    1. Engwerda, J.C., 2006. "Linear Quadratic Games : An Overview," Discussion Paper 2006-110, Tilburg University, Center for Economic Research.
    2. Engwerda, J.C., 2008. "Uniqueness conditions for the affine open-loop linear quadratic differential games," Other publications TiSEM 53b6b5ec-5e13-4805-8d09-9, Tilburg University, School of Economics and Management.

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    More about this item

    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

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