Agreeability and time consistency in linear-state differential games (Q597159)

Consider a linear differential game \(G\), whose value function is therefore linear in the state variable. Let \(v\) be a cooperative solution of \(G\); \(u\), a noncooperative equilibrium of \(G\). \(v\) satisfies individual rationality if \(v\) is everywhere at least a great as \(u\) for player \(i\). The paper characterizes individually rational cooperative solutions, and relates those solutions to existing concepts in the literature (time consistency and agreeability). A numerical example of a linear differential pollution game is provided.