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In this note we consider the non-cooperative linear feedback Nash quadratic differential game with an infinite planning horizon for descriptor systems of index one. The performance function is assumed to be indefinite. We derive both necessary and sufficient conditions under which this game has...
Persistent link: https://www.econbiz.de/10011091993
In this article we derive necessary and sufficient conditions for the existence of Pareto optimal solutions for infinite horizon cooperative differential games. We consider games defined by non autonomous and discounted autonomous systems. The obtained results are used to analyze the regular...
Persistent link: https://www.econbiz.de/10011092020
In this note we consider the open-loop Nash linear 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 unique Nash...
Persistent link: https://www.econbiz.de/10011092239
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We survey some recent research results in the field of dynamic cooperative differential games with non-transferable utilities. Problems which fit into this framework occur for instance if a person has more than one objective he likes to optimize or if several persons decide to combine efforts in...
Persistent link: https://www.econbiz.de/10011092356
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...
Persistent link: https://www.econbiz.de/10011092466
In this paper we analyze the consequences of taking noise into account in a simple twoperson fishery management game.Both a stochastic and deterministic formulation are considered.Compared to the noise-free model it is shown that the used stochastic frameworkhas no implications for the...
Persistent link: https://www.econbiz.de/10011092668
Abstract: In this note we reconsider Nash equilibria for the linear quadratic differential game for an infinite planning horizon. We consider an open-loop information structure. In the standard literature this problem is solved under the assumption that every player can stabilize the system on...
Persistent link: https://www.econbiz.de/10011092702