@techreport{2a43e72e662841bab598aace227aa771,
title = "Uniqueness Conditions for the Infinite-Planning Horizon Open-Loop Linear Quadratic Differential Game",
abstract = "In this note we consider the open-loop Nash linear quadratic differential game with an infinite planning horizon.The performance function is assumed to be indefinite and the underlying system affine.We derive both necessary and sufficient conditions under which this game has a unique Nash equilibrium.",
keywords = "linear-quadratic games, open-loop Nash equilibrium, affine systems, solvability conditions, Riccati equations",
author = "J.C. Engwerda",
note = "Pagination: 16",
year = "2005",
language = "English",
volume = "2005-32",
series = "CentER Discussion Paper",
publisher = "Macroeconomics",
type = "WorkingPaper",
institution = "Macroeconomics",
}