In this paper, we review some basic results on linear quadratic differential games. We consider both the cooperative and non-cooperative case. For the non-cooperative game we consider the open-loop and (linear) feedback information structure. Furthermore, the effect of adding uncertainty is considered. The overview is based on . Readers interested in detailed proofs and additional results are referred to this book.
|Title of host publication||Advances in Dynamic Games and their Applications|
|Editors||P. Bernhard, V. Gaitsgory, O. Pourtallier|
|Place of Publication||Boston|
|Publication status||Published - 2009|
Engwerda, J. C. (2009). Linear quadratic differential games: An overview. In P. Bernhard, V. Gaitsgory, & O. Pourtallier (Eds.), Advances in Dynamic Games and their Applications (pp. 37-71). Birkhauser.