The Open-Loop Linear Quadratic Differential Game for Index One Descriptor Systems

J.C. Engwerda, Y. Salmah

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1 Citation (Scopus)
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Abstract

In this paper we consider the linear quadratic differential game for descriptor systems that have index one. We derive both necessary and sufficient conditions for existence of an open-loop Nash equilibrium.
Original languageEnglish
Place of PublicationTilburg
PublisherMacroeconomics
Number of pages18
Volume2008-35
Publication statusPublished - 2008

Publication series

NameCentER Discussion Paper
Volume2008-35

Keywords

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

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