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

Engwerda, J.C.

English

Research Papers in Economics

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Dynamic Noncooperative Game Theory,

H∞-Optimal Control and Related Minimax Design Problems, Birkh¨ auser,

Least squares stationary optimal control and the algebraic Riccati equation,

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LQ Dynamic Optimization and Diﬀerential Games,

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Non-Symmetric Riccati Theory and Noncooperative Games,

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Robust and Optimal Control,

Stabilizability, Controllability and Optimal Strategies of Linear and Nonlinear Dynamical Systems,

The matrix equation

The Open-Loop Linear Quadratic Differential Game Revisited

The Open-Loop Linear Quadratic Differential Game Revisited

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Research Papers in Economics