The Open-Loop Discounted Linear Quadratic Differential Game for Regular Higher Order Index Descriptor Systems

J.C. Engwerda, Y. Salmah, I.E. Wijayanti

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Abstract

In this paper we consider the discounted linear quadratic differential game for descriptor systems that have an index larger than one. We derive both necessary and sufficient conditions for existence of an open-loop Nash (OLN) equilibrium. In a small macro-economic stabilization game we illustrate that the corresponding optimal response is generically cyclic.
Original languageEnglish
Place of PublicationTilburg
PublisherOperations research
Number of pages16
Volume2009-1
Publication statusPublished - 2009

Publication series

NameCentER Discussion Paper
Volume2009-1

Keywords

  • linear quadratic differential games
  • open-loop information structure
  • descriptor systems

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