The Open-Loop Discounted Linear Quadratic Differential Game for Regular Higher Order Index Descriptor Systems

In this paper we consider the discounted linear quadratic differential game for descriptor systems that have an index larger than one. We derive both necessary and sufficient conditions for existence of an open-loop Nash (OLN) equilibrium. In a small macro-economic stabilization game we illustrate that the corresponding optimal response is generically cyclic

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Year of publication:	[2009]
Authors:	Engwerda, Jacob Christiaan
Other Persons:	Wijayanti, Indah Emilia (contributor)
Publisher:	[2009]: [S.l.] : SSRN
Subject:	Theorie \| Theory \| Nichtkooperatives Spiel \| Noncooperative game \| Nash-Gleichgewicht \| Nash equilibrium \| Dynamisches Spiel \| Dynamic game

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