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 language | English |
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| Title of host publication | Advances in Dynamic Games and their Applications |
| Editors | P. Bernhard, V. Gaitsgory, O. Pourtallier |
| Place of Publication | Boston |
| Publisher | Birkhauser |
| Pages | 37-71 |
| Publication status | Published - 2009 |