Feedback Nash Equilibria for Linear Quadratic Descriptor Differential Games

J.C. Engwerda, Y. Salmah

Research output: Working paperDiscussion paperOther research output

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Abstract

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
PublisherMacroeconomics
Number of pages22
Volume2010-79
Publication statusPublished - 2010

Publication series

NameCentER Discussion Paper
Volume2010-79

Fingerprint

Quadratic Differentials
Descriptor Systems
Differential Games
Nash Equilibrium
Descriptors
Horizon
Planning
Game
Necessary Conditions
Sufficient Conditions

Keywords

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

Cite this

Engwerda, J. C., & Salmah, Y. (2010). Feedback Nash Equilibria for Linear Quadratic Descriptor Differential Games. (CentER Discussion Paper; Vol. 2010-79). Tilburg: Macroeconomics.
Engwerda, J.C. ; Salmah, Y. / Feedback Nash Equilibria for Linear Quadratic Descriptor Differential Games. Tilburg : Macroeconomics, 2010. (CentER Discussion Paper).
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Engwerda, JC & Salmah, Y 2010 'Feedback Nash Equilibria for Linear Quadratic Descriptor Differential Games' CentER Discussion Paper, vol. 2010-79, Macroeconomics, Tilburg.

Feedback Nash Equilibria for Linear Quadratic Descriptor Differential Games. / Engwerda, J.C.; Salmah, Y.

Tilburg : Macroeconomics, 2010. (CentER Discussion Paper; Vol. 2010-79).

Research output: Working paperDiscussion paperOther research output

TY - UNPB

T1 - Feedback Nash Equilibria for Linear Quadratic Descriptor Differential Games

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AU - Salmah, Y.

N1 - Pagination: 22

PY - 2010

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N2 - 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.

AB - 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.

KW - linear-quadratic games

KW - linear feedback Nash equilibrium

KW - affine systems

KW - solvability conditions

KW - Riccati equations

M3 - Discussion paper

VL - 2010-79

T3 - CentER Discussion Paper

BT - Feedback Nash Equilibria for Linear Quadratic Descriptor Differential Games

PB - Macroeconomics

CY - Tilburg

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Engwerda JC, Salmah Y. Feedback Nash Equilibria for Linear Quadratic Descriptor Differential Games. Tilburg: Macroeconomics. 2010. (CentER Discussion Paper).