Feedback Nash Equilibria for Linear Quadratic Descriptor Differential Games

J.C. Engwerda, Y. Salmah

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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

Keywords

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

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