Linear quadratic differential games

An overview

J.C. Engwerda

Research output: Chapter in Book/Report/Conference proceedingChapterScientificpeer-review

Abstract

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 [9]. Readers interested in detailed proofs and additional results are referred to this book.
Original languageEnglish
Title of host publicationAdvances in Dynamic Games and their Applications
EditorsP. Bernhard, V. Gaitsgory, O. Pourtallier
Place of PublicationBoston
PublisherBirkhauser
Pages37-71
Publication statusPublished - 2009

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Quadratic Differentials
Differential Games
Non-cooperative Game
Information Structure
Uncertainty
Review

Cite this

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). Boston: Birkhauser.
Engwerda, J.C. / Linear quadratic differential games : An overview. Advances in Dynamic Games and their Applications. editor / P. Bernhard ; V. Gaitsgory ; O. Pourtallier. Boston : Birkhauser, 2009. pp. 37-71
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Engwerda, JC 2009, Linear quadratic differential games: An overview. in P Bernhard, V Gaitsgory & O Pourtallier (eds), Advances in Dynamic Games and their Applications. Birkhauser, Boston, pp. 37-71.

Linear quadratic differential games : An overview. / Engwerda, J.C.

Advances in Dynamic Games and their Applications. ed. / P. Bernhard; V. Gaitsgory; O. Pourtallier. Boston : Birkhauser, 2009. p. 37-71.

Research output: Chapter in Book/Report/Conference proceedingChapterScientificpeer-review

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Engwerda JC. Linear quadratic differential games: An overview. In Bernhard P, Gaitsgory V, Pourtallier O, editors, Advances in Dynamic Games and their Applications. Boston: Birkhauser. 2009. p. 37-71