Details

Autor(en) / Beteiligte

• Engwerda, J.C.

Titel

Computational aspects of the open-loop Nash equilibrium in linear quadratic games

Ist Teil von

• Journal of economic dynamics & control, 1998-08, Vol.22 (8), p.1487-1506

Ort / Verlag

Amsterdam: Elsevier B.V

Erscheinungsjahr

1998

Quelle

Elsevier Journal Backfiles on ScienceDirect (DFG Nationallizenzen)

Beschreibungen/Notizen

• In this paper we consider open-loop Nash equilibria of the linear-quadratic differential game. In Engwerda (1998), both necessary and sufficient conditions for the existence of a solution for as well the finite-planning horizon case as well the infinite-planning horizon case were presented. Here we will consider computational aspects of this problem. In particular, we consider convergence aspects of the finite-planning horizon solution if the planning horizon expands. An algorithm is presented to calculate all equilibria of the infinite-planning horizon case. Furthermore, sufficient conditions on the system parameters are presented, which guarantee the existence of a unique solution for both the finite as the infinite horizon problem.