There is no known nonlinear Markov perfect equilibrium strategies for the infinite horizon linear quadratic differential game

Pierre Bernhard

Journal of Economic Theory, 2024, vol. 222, issue C

Abstract: We discuss published accounts of nonlinear equilibrium strategies in linear quadratic differential games. The main reference: Tsutsui-Mino 1990, is shown to be misleading.

Keywords: Markov perfect equilibrium; Nonlinear strategies; Linear-quadratic differential games (search for similar items in EconPapers)
Date: 2024
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Persistent link: https://EconPapers.repec.org/RePEc:eee:jetheo:v:222:y:2024:i:c:s0022053124001339

DOI: 10.1016/j.jet.2024.105927

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