On the Selection of One Feedback Nash Equilibrium in Discounted Linear-Quadratic Games

P. Cartigny and Philippe Michel
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P. Cartigny: Université de la Méditerranée

Journal of Optimization Theory and Applications, 2003, vol. 117, issue 2, No 1, 243 pages

Abstract: Abstract We study a selection method for a Nash feedback equilibrium of a one-dimensional linear-quadratic nonzero-sum game over an infinite horizon. By introducing a change in the time variable, one obtains an associated game over a finite horizon T > 0 and with free terminal state. This associated game admits a unique solution which converges to a particular Nash feedback equilibrium of the original problem as the horizon T goes to infinity.

Keywords: Linear-quadratic games; nonzero-sum differential games; Nash equilibria; infinite-horizon problems (search for similar items in EconPapers)
Date: 2003
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Citations: View citations in EconPapers (2)

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Working Paper: On the selection of one feedback Nash equilibrium in discounted linear-quadratic games (2002)
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DOI: 10.1023/A:1023699021996

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