On the Open-Loop Nash Equilibrium in LQ-Games

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Abstract

In this paper we consider open-loop Nash equilibria of the linear-quadratic differential game.As well the finite-planning-horizon, the infinite-planning horizon as convergence properties of the finite-planning-horizon equilibrium if the planning horizon is extended to infinity are studied.Particular attention is paid to computational aspects and the scalar case.
Original languageEnglish
Place of PublicationTilburg
PublisherMacroeconomics
Number of pages30
Volume726
Publication statusPublished - 1996

Publication series

NameFEW Research Memorandum
Volume726

Keywords

  • game theory
  • Nash equilibrium

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