A Note on Cooperative Linear Quadratic Control

In this note we consider the cooperative linear quadratic control problem. That is, the problem where a number of players, all facing a (different) linear quadratic control problem, decide to cooperate in order to optimize their performance.It is well-known, in case the performance criteria are positive definite, how one can determine the set of Pareto efficient equilibria for these games.In this note we generalize this result for indefinite criteria

MoreLess

Year of publication:	[2007]
Authors:	Engwerda, Jacob Christiaan
Publisher:	[2007]: [S.l.] : SSRN
Subject:	Theorie \| Theory \| Mathematische Optimierung \| Mathematical programming \| Kooperatives Spiel \| Cooperative game \| Pareto-Optimum \| Pareto efficiency

freely available

Full text |

More access options

doi.org

Check Google Scholar

In German libraries (KVK)

I need help

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10012730099