CentER Discussion Paper Series No. 2006-110
31 Pages Posted: 24 Nov 2006
Date Written: October 2006
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.
Keywords: linear-quadratic games, Nash equilibrium, affine systems, solvability conditions, Riccati equations
JEL Classification: C61, C72, C73
Suggested Citation: Suggested Citation