DocumentCode
3116134
Title
Uniqueness conditions for the infinite-planning horizon Open-Loop Linear Quadratic Differential Game.
Author
Engwerda, Jacob
Author_Institution
Tilburg University, Dept. of Econometrics and O.R., P.O. Box: 90153, 5000 LE Tilburg, The Netherlands. e-mail: engwerda@uvt.nl
fYear
2005
fDate
12-15 Dec. 2005
Firstpage
3507
Lastpage
3512
Abstract
In this note we consider the open-loop Nash linear quadratic differential game with an infinite planning horizon. The performance function is assumed to be indefinite and the underlying system affine. We derive both necessary and sufficient conditions under which this game has a unique Nash equilibrium.
Keywords
Riccati equations; affine systems; linear-quadratic games; open-loop Nash equilibrium; solvability conditions; Control systems; Econometrics; Environmental economics; Game theory; Jacobian matrices; Macroeconomics; Nash equilibrium; Open loop systems; Optimal control; Riccati equations; Riccati equations; affine systems; linear-quadratic games; open-loop Nash equilibrium; solvability conditions;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 2005 and 2005 European Control Conference. CDC-ECC '05. 44th IEEE Conference on
Print_ISBN
0-7803-9567-0
Type
conf
DOI
10.1109/CDC.2005.1582705
Filename
1582705
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