Necessary and Sufficient Conditions for Feedback Nash Equilibria for the Affine-Quadratic Differential Game
Jacob C. Engwerda
Tilburg University - Department of Economics
Universitas Gadjah Mada (UGM)
July 28, 2010
CentER Discussion Paper Series No. 2010-78
In this note we consider the non-cooperative linear feedback Nash 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 Nash equilibrium.
Number of Pages in PDF File: 13
Keywords: linear-quadratic games, linear feedback Nash equilibrium, affine systems, solvability conditions, Riccati equations
JEL Classification: C61, C72, C73
Date posted: July 30, 2010
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