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.

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Year of publication:	2007
Authors:	Engwerda, Jacob
Institutions:	Tilburg University, Center for Economic Research
Subject:	LQ theory \| Riccati equations \| Cooperative differential games \| Pareto frontier

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Extent:	application/pdf
Series:	Discussion Paper.
Type of publication:	Book / Working Paper
Notes:	The text is part of a series CentER Discussion Paper Number 2007-15
Classification:	C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C71 - Cooperative Games ; C73 - Stochastic and Dynamic Games
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011090700