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Uniqueness Conditions for the Infinite-Planning Horizon Open-Loop Linear Quadratic Differential Game [PDF]

open access: yes
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 ...
Engwerda, J.C.
core  

A Numerical Algorithm to find Soft-Constrained Nash Equilibria in Scalar LQ-Games [PDF]

open access: yes
In this paper we provide a numerical algorithm to calculate all soft-constrained Nash equilibria in a regular scalar indefinite linear-quadratic game.The algorithm is based on the calculation of the eigenstructure of a certain matrix.The analysis follows
Engwerda, J.C.
core  

Linear Quadratic Games: An Overview [PDF]

open access: yes
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
Engwerda, J.C.
core  

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