Title :
The infinite horizon open-loop Nash LQ-game
Author :
Engwerda, Jacob C.
Author_Institution :
Dept. of Econ., Tilburg Univ., Tilburg, Netherlands
Abstract :
In this paper we consider the linear-quadratic differential game with an infinite planning horizon. We derive both necessary and sufficient conditions for existence of open-loop Nash equilibria for this game. Furthermore we show how all equilibria can be easily obtained from the eigenspace structure of a Hamiltonian matrix that is associated with the game.
Keywords :
differential games; eigenstructure assignment; infinite horizon; linear quadratic control; matrix algebra; open loop systems; Hamiltonian matrix; eigenspace structure; infinite horizon open-loop Nash LQ-game; infinite planning horizon; linear-quadratic differential game; necessary and sufficient condition; open-loop Nash equilibria; Economics; Eigenvalues and eigenfunctions; Games; Mathematical model; Nash equilibrium; Planning; Riccati equations; Linear quadratic differential games; Riccati equations; open-loop Nash equilibria; solvability conditions;
Conference_Titel :
Control Conference (ECC), 1997 European
Conference_Location :
Brussels
Print_ISBN :
978-3-9524269-0-6
