Linear Quadratic Games: An Overview

CentER Discussion Paper Series No. 2006-110

31 Pages Posted: 24 Nov 2006  

Jacob C. Engwerda

Tilburg University - Department of Economics

Date Written: October 2006

Abstract

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.

Keywords: linear-quadratic games, Nash equilibrium, affine systems, solvability conditions, Riccati equations

JEL Classification: C61, C72, C73

Suggested Citation

Engwerda, Jacob C., Linear Quadratic Games: An Overview (October 2006). Available at SSRN: https://ssrn.com/abstract=946938 or http://dx.doi.org/10.2139/ssrn.946938

Jacob C. Engwerda (Contact Author)

Tilburg University - Department of Economics ( email )

P.O. Box 90153
Tilburg, 5000 LE
Netherlands
+31 13 466 2174 (Phone)
+31 13 466 3280 (Fax)

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