Linear Quadratic Games: An Overview

J.C. Engwerda

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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

Keywords

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

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