Nash equilibria in stabilizing systems

AbstractThe objective of this paper is three-fold. First, we specify what it means for a fixed point of a stabilizing distributed system to be a Nash equilibrium. Second, we present methods that can be used to verify whether or not a given fixed point of a given stabilizing distributed system is a Nash equilibrium. Third, we argue that in a stabilizing distributed system, whose fixed points are all Nash equilibria, no process has an incentive to perturb its local state, after the system reaches one fixed point, in order to force the system to reach another fixed point where the perturbing process achieves a better gain. If the fixed points of a stabilizing distributed system are all Nash equilibria, then we refer to the system as perturbation-proof. Otherwise, we refer to the system as perturbation-prone. We identify four natural classes of perturbation-(proof/prone) systems. We present system examples for three of these classes of systems, and show that the fourth class is empty

The Optimal Linear Quadratic Feedback State Regulator Problem for Index One Descriptor Systems

In this note we present both necessary and sufficient conditions for the existence of a linear static state feedback controller if the system is described by an index one descriptor system. A priori no definiteness restrictions are made w.r.t. the quadratic performance criterium. It is shown that in general the set of solutions that solve the problem constitutes a manifold. This feedback formulation of the optimization problem is natural in the context of differential games and we provide a characterization of feedback Nash equilibria in a deterministic context.linear quadratic optimal control;descriptor systems;static stabilizing state feedback control

Algorithms for Computing Nash Equilibria in Deterministic LQ Games

In this paper we review a number of algorithms to compute Nash equilibria in deterministic linear quadratic differential games.We will review the open-loop and feedback information case.In both cases we address both the finite and the infinite-planning horizon.Algebraic Riccati equations;linear quadratic differential games;Nash equilibria

Linear Quadratic Games: An Overview

In this paper we review some basic results on linear quadratic differential games.We consider both the cooperative and non-cooperative case.For the non-cooperative game we consider the open-loop and (linear) feedback information structure.Furthermore the effect of adding uncertainty is considered.The overview is based on [9].Readers interested in detailed proofs and additional results are referred to this book.linear-quadratic games;Nash equilibrium;affine systems;solvability conditions;Riccati equations

The Open-Loop Linear Quadratic Differential Game Revisited

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