Feedback Nash Equilibria for Linear Quadratic Descriptor Differential Games

J.C. Engwerda, Y. Salmah

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In this note we consider the non-cooperative linear feedback Nash quadratic differential game with an infinite planning horizon for descriptor systems of index one. The performance function is assumed to be indefinite. We derive both necessary and sufficient conditions under which this game has a Nash equilibrium.
Original languageEnglish
Place of PublicationTilburg
Number of pages22
Publication statusPublished - 2010

Publication series

NameCentER Discussion Paper


  • linear-quadratic games
  • linear feedback Nash equilibrium
  • affine systems
  • solvability conditions
  • Riccati equations


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