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Necessary and Sufficient Conditions for Feedback Nash Equilibria for the Affine-Quadratic Differential Game
Jacob C. Engwerda
Salmah
出版
SSRN
, 2010
URL
http://books.google.com.hk/books?id=2PHezwEACAAJ&hl=&source=gbs_api
註釋
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 Nash equilibrium.