Linear Quadratic Games: An Overview
Jacob C. Engwerda
Tilburg University - Department of Economics
CentER Discussion Paper Series No. 2006-110
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 . Readers interested in detailed proofs and additional results are referred to this book.
Number of Pages in PDF File: 31
Keywords: linear-quadratic games, Nash equilibrium, affine systems, solvability conditions, Riccati equations
JEL Classification: C61, C72, C73
Date posted: November 24, 2006
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