Search Results - subject:"Linear quadratic differential games"

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

Engwerda, Jacob; Salmah, Y.; Wijayanti, I.E. - Tilburg University, Center for Economic Research - 2009

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...

Persistent link: https://www.econbiz.de/10011090887

Linear-quadratic N-Person and mean-field games : infinite horizon games with discounted cost and singular limits

Priuli, Fabio S. - In: Dynamic games and applications : DGA 5 (2015) 3, pp. 397-419

Persistent link: https://www.econbiz.de/10011547168

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

Engwerda, Jacob; Salmah, Y. - Tilburg University, Center for Economic Research - 2008

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.

Persistent link: https://www.econbiz.de/10011090313

Algorithms for Computing Nash Equilibria in Deterministic LQ Games

Engwerda, Jacob - Tilburg University, Center for Economic Research - 2006

In this paper we review a number of algorithms to compute Nash equilibria in deterministic linear quadratic … differential games.We will review the open-loop and feedback information case.In both cases we address both the finite and the …

Persistent link: https://www.econbiz.de/10011091818

Better Reply Security and Existence of Equilibria in Differential Games

Bagh, Adib - In: Dynamic Games and Applications 3 (2013) 3, pp. 325-340

number of current existence results regarding linear-quadratic differential games, games of evasion and pursuit, as well as …

Persistent link: https://www.econbiz.de/10011001885

Better reply security and existence of equilibria in differential games

Bagh, Adib - In: Dynamic games and applications : DGA 3 (2013) 3, pp. 325-340

Persistent link: https://www.econbiz.de/10010188169

Macroeconomic stabilization policies in the EMU : spillovers, asymmetries, and institutions

Di Bartolomeo, Giovanni; Engwerda, Jacob; Plasmans, Joseph - 2005

monetary union in the framework of linear quadratic differential games. A central role in the analysis plays the partitioned …

Persistent link: https://www.econbiz.de/10010261121

Uncertainty in a Fishery Management Game

Engwerda, Jacob - Tilburg University, Center for Economic Research - 2005

In this paper we analyze the consequences of taking noise into account in a simple twoperson fishery management game.Both a stochastic and deterministic formulation are considered.Compared to the noise-free model it is shown that the used stochastic frameworkhas no implications for the...

Persistent link: https://www.econbiz.de/10011092668

Macroeconomic Stabilization Policies in the EMU: Spillovers, Asymmetries, and Institutions

Bartolomeo, Giovanni Di; Engwerda, Jacob; Plasmans, Joseph - CESifo - 2005

monetary union in the framework of linear quadratic differential games. A central role in the analysis plays the partitioned …

Persistent link: https://www.econbiz.de/10005094245

A simulation study of an ASEAN monetary union

Engwerda, J.; Boldea, O.; Michalak, T.; Plasmans, J.; Salmah - In: Economic Modelling 29 (2012) 5, pp. 1870-1890

framework of linear quadratic differential games, we contrast the potential gains or losses for these countries due to economic …

Persistent link: https://www.econbiz.de/10010597502