The open-loop discounted linear quadratic differential game for regular higher order index descriptor systems

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

The open-loop discounted linear quadratic differential game for regular higher order index descriptor systems

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

Research output: Contribution to journal › Article › Scientific › peer-review

Abstract

In this article 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 stabilisation game we illustrate that the corresponding optimal response is generically cyclic.

Original language	English
Pages (from-to)	2365-2374
Journal	International Journal of Control
Volume	82
Issue number	12
Publication status	Published - 2009

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title = "The open-loop discounted linear quadratic differential game for regular higher order index descriptor systems",

abstract = "In this article 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 stabilisation game we illustrate that the corresponding optimal response is generically cyclic.",

author = "J.C. Engwerda and Y. Salmah and I.E. Wijayanti",

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AU - Engwerda, J.C.

AU - Salmah, Y.

AU - Wijayanti, I.E.

N1 - Appeared earlier as CentER Discussion Paper 2008-90 (rt)

PY - 2009

Y1 - 2009

N2 - In this article 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 stabilisation game we illustrate that the corresponding optimal response is generically cyclic.

AB - In this article 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 stabilisation game we illustrate that the corresponding optimal response is generically cyclic.

M3 - Article

SN - 1366-5820

VL - 82

SP - 2365

EP - 2374

JO - International Journal of Control

JF - International Journal of Control

IS - 12

ER -

The open-loop discounted linear quadratic differential game for regular higher order index descriptor systems

Abstract

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