Necessary and Sufficient Conditions for Solving Cooperative Differential Games

J.C. Engwerda

Research output: Working paperDiscussion paperOther research output

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

Keywords

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

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