Linear Quadratic Games

An Overview

J.C. Engwerda

Research output: Working paperDiscussion paperOther research output

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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
Place of PublicationTilburg
PublisherMacroeconomics
Number of pages32
Volume2006-110
Publication statusPublished - 2006

Publication series

NameCentER Discussion Paper
Volume2006-110

Fingerprint

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

Keywords

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

Cite this

Engwerda, J. C. (2006). Linear Quadratic Games: An Overview. (CentER Discussion Paper; Vol. 2006-110). Tilburg: Macroeconomics.
Engwerda, J.C. / Linear Quadratic Games : An Overview. Tilburg : Macroeconomics, 2006. (CentER Discussion Paper).
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Engwerda, JC 2006 'Linear Quadratic Games: An Overview' CentER Discussion Paper, vol. 2006-110, Macroeconomics, Tilburg.

Linear Quadratic Games : An Overview. / Engwerda, J.C.

Tilburg : Macroeconomics, 2006. (CentER Discussion Paper; Vol. 2006-110).

Research output: Working paperDiscussion paperOther research output

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Engwerda JC. Linear Quadratic Games: An Overview. Tilburg: Macroeconomics. 2006. (CentER Discussion Paper).