The Open-Loop Linear Quadratic Differential Game for Index One Descriptor Systems

In this paper we consider the linear quadratic differential game for descriptor systems that have index one. We derive both necessary and sufficient conditions for existence of an open-loop Nash equilibrium.

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Year of publication:	2008
Authors:	Engwerda, Jacob ; Salmah, Y.
Institutions:	Tilburg University, Center for Economic Research
Subject:	Linear quadratic differential games \| open-loop information structure \| descriptor systems

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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 2008-35
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/10011090313