Necessary and Sufficient Conditions for Feedback Nash Equilibria for the Affine Quadratic Differential

In this note we consider the non-cooperative linear feedback Nash 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 Nash equilibrium.

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Year of publication:	2010
Authors:	Engwerda, Jacob ; Salmah, Y.
Institutions:	Tilburg University, Center for Economic Research
Subject:	linear-quadratic games \| linear feedback Nash equilibrium \| affine systems \| solvability conditions \| Riccati equations

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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 2010-78
Classification:	C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C72 - Noncooperative Games ; C73 - Stochastic and Dynamic Games
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011092894