Feedback Nash Equilibria for Descriptor Differential Games Using Matrix Projectors

P.V. Reddy, J.C. Engwerda

Research output: Working paperDiscussion paperOther research output

Abstract

In this article we address the problem of finding feedback Nash equilibria for linear quadratic differential games defined on descriptor systems. First, we decouple the dynamic and algebraic parts of a descriptor system using canonical projectors. We discuss the effects of feedback on the behavior of the descriptor system. We derive necessary and sufficient conditions for the existence of the feedback Nash equilibria for index 1 descriptor systems and show that there exist many informationally non-unique equilibria corresponding to a single solution of the game. Further, for descriptor systems with index greater than 1, we give a regularization based approach and discuss the associated drawbacks.
Original languageEnglish
Place of PublicationTilburg
PublisherEconometrics
Number of pages17
Volume2010-140
Publication statusPublished - 2010

Publication series

NameCentER Discussion Paper
Volume2010-140

Keywords

  • linear-quadratic games
  • linear feedback Nash equilibrium
  • solvability conditions
  • matrix projectors

Fingerprint Dive into the research topics of 'Feedback Nash Equilibria for Descriptor Differential Games Using Matrix Projectors'. Together they form a unique fingerprint.

Cite this