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

J.C. Engwerda, Y. Salmah

Research output: Working paperDiscussion paperOther research output

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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

Fingerprint

Quadratic Differentials
Descriptor Systems
Differential Games
Nash Equilibrium
Necessary Conditions
Sufficient Conditions

Keywords

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

Cite this

Engwerda, J. C., & Salmah, Y. (2008). The Open-Loop Linear Quadratic Differential Game for Index One Descriptor Systems. (CentER Discussion Paper; Vol. 2008-35). Tilburg: Macroeconomics.
Engwerda, J.C. ; Salmah, Y. / The Open-Loop Linear Quadratic Differential Game for Index One Descriptor Systems. Tilburg : Macroeconomics, 2008. (CentER Discussion Paper).
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Engwerda, JC & Salmah, Y 2008 'The Open-Loop Linear Quadratic Differential Game for Index One Descriptor Systems' CentER Discussion Paper, vol. 2008-35, Macroeconomics, Tilburg.

The Open-Loop Linear Quadratic Differential Game for Index One Descriptor Systems. / Engwerda, J.C.; Salmah, Y.

Tilburg : Macroeconomics, 2008. (CentER Discussion Paper; Vol. 2008-35).

Research output: Working paperDiscussion paperOther research output

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AU - Salmah, Y.

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KW - Linear quadratic differential games

KW - open-loop information structure

KW - descriptor systems

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PB - Macroeconomics

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Engwerda JC, Salmah Y. The Open-Loop Linear Quadratic Differential Game for Index One Descriptor Systems. Tilburg: Macroeconomics. 2008. (CentER Discussion Paper).