Erschienen in:CentER Working Paper Series ; No. 2012-052
Umfang:
1 Online-Ressource (12 p)
Sprache:
Englisch
DOI:
10.2139/ssrn.2092737
Identifikator:
Entstehung:
Anmerkungen:
Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 26, 2012 erstellt
Beschreibung:
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 his own. In this note we relax this assumption and provide both necessary and sufficient conditions for existence of Nash equilibria for this game under the assumption that the system as a whole is stabilizable