Necessary and sufficient conditions for feedback nash equilibria for the affine-quadratic differential game

J.C. Engwerda, S. Salmah

Research output: Contribution to journalArticleScientificpeer-review

8 Citations (Scopus)

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. As a special case, we derive existence conditions for the multi-player zero-sum game.
Original languageEnglish
Pages (from-to)552-563
JournalJournal of Optimization Theory and Applications
Volume157
Issue number2
DOIs
Publication statusPublished - 2013

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