CentER Discussion Paper Series No. 2010-78
13 Pages Posted: 30 Jul 2010
Date Written: July 28, 2010
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.
Keywords: linear-quadratic games, linear feedback Nash equilibrium, affine systems, solvability conditions, Riccati equations
JEL Classification: C61, C72, C73
Suggested Citation: Suggested Citation
Engwerda, Jacob C. and Salmah, Necessary and Sufficient Conditions for Feedback Nash Equilibria for the Affine-Quadratic Differential Game (July 28, 2010). CentER Discussion Paper Series No. 2010-78. Available at SSRN: https://ssrn.com/abstract=1649992 or http://dx.doi.org/10.2139/ssrn.1649992