Uniqueness Conditions for the Infinite-Planning Horizon Open-Loop Linear Quadratic Differential Game

In this note we consider the open-loop Nash linear 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 unique Nash equilibrium.

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Year of publication:	2005
Authors:	Engwerda, Jacob
Institutions:	Tilburg University, Center for Economic Research
Subject:	linear-quadratic games \| open-loop 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 2005-32
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/10011092239