### Abstract

Original language | English |
---|---|

Place of Publication | Tilburg |

Publisher | Macroeconomics |

Number of pages | 10 |

Volume | 2007-15 |

Publication status | Published - 2007 |

### Publication series

Name | CentER Discussion Paper |
---|---|

Volume | 2007-15 |

### Fingerprint

### Keywords

- LQ theory
- Riccati equations
- Cooperative differential games
- Pareto frontier

### Cite this

*A Note on Cooperative Linear Quadratic Control*. (CentER Discussion Paper; Vol. 2007-15). Tilburg: Macroeconomics.

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**A Note on Cooperative Linear Quadratic Control.** / Engwerda, J.C.

Research output: Working paper › Discussion paper › Other research output

TY - UNPB

T1 - A Note on Cooperative Linear Quadratic Control

AU - Engwerda, J.C.

N1 - Subsequently published in Automatica, 2008 (rt) Pagination: 10

PY - 2007

Y1 - 2007

N2 - In this note we consider the cooperative linear quadratic control problem. That is, the problem where a number of players, all facing a (different) linear quadratic control problem, decide to cooperate in order to optimize their performance. It is well-known, in case the performance criteria are positive definite, how one can determine the set of Pareto efficient equilibria for these games. In this note we generalize this result for indefinite criteria.

AB - In this note we consider the cooperative linear quadratic control problem. That is, the problem where a number of players, all facing a (different) linear quadratic control problem, decide to cooperate in order to optimize their performance. It is well-known, in case the performance criteria are positive definite, how one can determine the set of Pareto efficient equilibria for these games. In this note we generalize this result for indefinite criteria.

KW - LQ theory

KW - Riccati equations

KW - Cooperative differential games

KW - Pareto frontier

M3 - Discussion paper

VL - 2007-15

T3 - CentER Discussion Paper

BT - A Note on Cooperative Linear Quadratic Control

PB - Macroeconomics

CY - Tilburg

ER -