On the Open-Loop Nash Equilibrium in Lq-Games

30 Pages Posted: 11 Feb 1997

Date Written: Undated

Abstract

In this paper we consider open-loop Nash equilibria of the linear-quadratic differential game. As well the finite- planning-horizon, the infinite-planning horizon as convergence properties of the finite-planning-horizon equilibrium if the planning horizon is extended to infinity are studied. Particular attention is paid to computational aspects and the scalar case.

JEL Classification: C79, C63

Suggested Citation

Engwerda, Jacob C., On the Open-Loop Nash Equilibrium in Lq-Games ( Undated). Available at SSRN: https://ssrn.com/abstract=2015 or http://dx.doi.org/10.2139/ssrn.2015

Jacob C. Engwerda (Contact Author)

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