A Note on Cooperative Linear Quadratic Control

J.C. Engwerda

Research output: Working paperDiscussion paperOther research output

235 Downloads (Pure)

Abstract

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.
Original languageEnglish
Place of PublicationTilburg
PublisherMacroeconomics
Number of pages10
Volume2007-15
Publication statusPublished - 2007

Publication series

NameCentER Discussion Paper
Volume2007-15

Fingerprint

Linear Quadratic Control
Linear Quadratic Problem
Control Problem
Pareto
Positive definite
Optimise
Game
Generalise

Keywords

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

Cite this

Engwerda, J. C. (2007). A Note on Cooperative Linear Quadratic Control. (CentER Discussion Paper; Vol. 2007-15). Tilburg: Macroeconomics.
Engwerda, J.C. / A Note on Cooperative Linear Quadratic Control. Tilburg : Macroeconomics, 2007. (CentER Discussion Paper).
@techreport{7b5b1eceb9474ad0948918bebcada8ea,
title = "A Note on Cooperative Linear Quadratic Control",
abstract = "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.",
keywords = "LQ theory, Riccati equations, Cooperative differential games, Pareto frontier",
author = "J.C. Engwerda",
note = "Subsequently published in Automatica, 2008 (rt) Pagination: 10",
year = "2007",
language = "English",
volume = "2007-15",
series = "CentER Discussion Paper",
publisher = "Macroeconomics",
type = "WorkingPaper",
institution = "Macroeconomics",

}

Engwerda, JC 2007 'A Note on Cooperative Linear Quadratic Control' CentER Discussion Paper, vol. 2007-15, Macroeconomics, Tilburg.

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

Tilburg : Macroeconomics, 2007. (CentER Discussion Paper; Vol. 2007-15).

Research output: Working paperDiscussion paperOther 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 -

Engwerda JC. A Note on Cooperative Linear Quadratic Control. Tilburg: Macroeconomics. 2007. (CentER Discussion Paper).