The Open-Loop Linear Quadratic Differential Game Revisited

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Abstract

In this note we reconsider the indefinite open-loop Nash linear quadratic differential game with an infinite planning horizon.In particular we derive both necessary and sufficient conditions under which the game will have a unique equilibrium.
Original languageEnglish
Place of PublicationTilburg
PublisherMacroeconomics
Number of pages14
Volume2005-34
Publication statusPublished - 2005

Publication series

NameCentER Discussion Paper
Volume2005-34

Keywords

  • linear-quadratic games
  • open-loop Nash equilibrium
  • solvability conditions
  • Riccati equations

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