Necessary and Sufficient Conditions for Solving Cooperative Differential Games

J.C. Engwerda

Research output: Working paperDiscussion paperOther research output

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Abstract

In this note we present as well necessary as sufficient conditions for existence of a Pareto optimum for general non-convex differential games. The obtained results are used to analyze the non-convex regular indefinite linear quadratic differential game. For the scalar case an algorithm is devised to find all Pareto efficient solutions.
Original languageEnglish
Place of PublicationTilburg
PublisherMacroeconomics
Number of pages15
Volume2007-42
Publication statusPublished - 2007

Publication series

NameCentER Discussion Paper
Volume2007-42

Fingerprint

Cooperative Game
Differential Games
Pareto Optimum
Necessary Conditions
Quadratic Differentials
Sufficient Conditions
Efficient Solution
Pareto
Scalar
Necessary

Keywords

  • Dynamic Optimization
  • Pareto Efficiency
  • Cooperative Differential Games
  • LQ theory

Cite this

Engwerda, J. C. (2007). Necessary and Sufficient Conditions for Solving Cooperative Differential Games. (CentER Discussion Paper; Vol. 2007-42). Tilburg: Macroeconomics.
Engwerda, J.C. / Necessary and Sufficient Conditions for Solving Cooperative Differential Games. Tilburg : Macroeconomics, 2007. (CentER Discussion Paper).
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Engwerda, JC 2007 'Necessary and Sufficient Conditions for Solving Cooperative Differential Games' CentER Discussion Paper, vol. 2007-42, Macroeconomics, Tilburg.

Necessary and Sufficient Conditions for Solving Cooperative Differential Games. / Engwerda, J.C.

Tilburg : Macroeconomics, 2007. (CentER Discussion Paper; Vol. 2007-42).

Research output: Working paperDiscussion paperOther research output

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KW - LQ theory

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Engwerda JC. Necessary and Sufficient Conditions for Solving Cooperative Differential Games. Tilburg: Macroeconomics. 2007. (CentER Discussion Paper).