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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...
Persistent link: https://www.econbiz.de/10011092894
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
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 article we address the problem of finding feedback Nash equilibria for linear quadratic differential games defined on descriptor systems. First, we decouple the dynamic and algebraic parts of a descriptor system using canonical projectors. We discuss the effects of feedback on the...
Persistent link: https://www.econbiz.de/10011091752
In this note we reconsider the indefinite open-loop Nash linear quadratic differential game with an infinite planning horizon.In particular we derive both necessary and sufficient conditions under which the game will have a unique equilibrium.
Persistent link: https://www.econbiz.de/10011091598
Abstract: In this note we generalize a numerical algorithm presented in [9] to calculate all solutions of the scalar algebraic Riccati equations that play an important role in finding feedback Nash equilibria of the scalar N-player linear affine-quadratic differential game. The algorithm is...
Persistent link: https://www.econbiz.de/10011090932
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
Persistent link: https://www.econbiz.de/10010188289
In this note we consider the cooperative linear quadratic control problem. That is, the problem where a number of players, all facing a (different) linear quadratic control problem, decide to cooperate in order to optimize their performance. It is well-known, in case the performance criteria are...
Persistent link: https://www.econbiz.de/10011090700
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