Necessary and Sufficient Conditions for Feedback Nash Equilibria for the Affine Quadratic Differential

J.C. Engwerda, Y. Salmah

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Abstract

In this note we consider the non-cooperative linear feedback Nash quadratic differential game with an infinite planning horizon. The performance function is assumed to be indefinite and the underlying system affine. We derive both necessary and sufficient conditions under which this game has a Nash equilibrium.
Original languageEnglish
Place of PublicationTilburg
PublisherMacroeconomics
Number of pages13
Volume2010-78
Publication statusPublished - 2010

Publication series

NameCentER Discussion Paper
Volume2010-78

Keywords

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

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