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Matematicheskaya Teoriya Igr i Ee Prilozheniya, 2009, Volume 1, Issue 3, Pages 87–106
(Mi mgta18)
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Linear-quadratic non-antagonistic discrete-time dynamic games
Anna Tur Faculty of Applied Mathematics and Control Processes, Saint-Peterburg State University
Abstract:
Linear-quadratic discrete-time dynamic games are considered. The necessary and sufficient conditions of the existence of Nash equilibrium in such class of games are presented. Different cooperative solutions are obtained. D.W.K. Yeung's condition for linear-quadratic discrete-time dynamic games is studied. As an example, the model of production planning under competition is examined.
Keywords:
linear-quadratic games, Nash equilibrium, cooperative games, D.W.K. Yeung's condition.
Citation:
Anna Tur, “Linear-quadratic non-antagonistic discrete-time dynamic games”, Mat. Teor. Igr Pril., 1:3 (2009), 87–106
Linking options:
https://www.mathnet.ru/eng/mgta18 https://www.mathnet.ru/eng/mgta/v1/i3/p87
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Statistics & downloads: |
Abstract page: | 322 | Full-text PDF : | 154 | References: | 44 | First page: | 1 |
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