Computational aspects of the open-loop Nash equilibrium in linear quadratic games

DOI10.1016/S0165-1889(98)00023-2zbMath0912.90294WikidataQ127663151 ScholiaQ127663151MaRDI QIDQ1274224

Jacob Christiaan Engwerda

Publication date: 12 January 1999

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

zbMATH Keywords

Riccati equationssolvability conditionsopen-loop Nash equilibrialinear quadratic differential games

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Linear-quadratic optimal control problems (49N10)

Related Items (10)

Controllability in policy games: Policy neutrality and the theory of economic policy revisited ⋮ Fiscal and monetary policy interactions: a game theory approach ⋮ Open-loop Nash equilibria in the non-cooperative infinite-planning horizon LQ game ⋮ Pareto efficiency of finite-horizon mean-field cooperative stochastic differential games with Poisson jumps ⋮ Uniqueness conditions for the affine open-loop linear quadratic differential game ⋮ A survey on cross-discipline of control and game ⋮ A new class of nonsymmetric algebraic Riccati equations ⋮ The open-loop linear quadratic differential game for index one descriptor systems ⋮ Analytical solution for a class of linear quadratic open-loop Nash game with multiple players ⋮ Staying together or breaking apart: policy-makers' endogenous coalitions formation in the European economic and monetary union

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