Title :
Uniqueness conditions for the infinite-planning horizon Open-Loop Linear Quadratic Differential Game.
Author_Institution :
Tilburg University, Dept. of Econometrics and O.R., P.O. Box: 90153, 5000 LE Tilburg, The Netherlands. e-mail: engwerda@uvt.nl
Abstract :
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.
Keywords :
Riccati equations; affine systems; linear-quadratic games; open-loop Nash equilibrium; solvability conditions; Control systems; Econometrics; Environmental economics; Game theory; Jacobian matrices; Macroeconomics; Nash equilibrium; Open loop systems; Optimal control; Riccati equations; Riccati equations; affine systems; linear-quadratic games; open-loop Nash equilibrium; solvability conditions;
Conference_Titel :
Decision and Control, 2005 and 2005 European Control Conference. CDC-ECC '05. 44th IEEE Conference on
Print_ISBN :
0-7803-9567-0
DOI :
10.1109/CDC.2005.1582705
