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Upravlenie Bol'shimi Sistemami, 2009, Issue 26.1, , Pages 139–163 (Mi ubs342)  
Systems Analysis

Linear-quadratic non-antagonistic discrete-time dynamic games

Anna Tur

Faculty of Applied Mathematics and Control Processes, Saint-Petersburg State University
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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.
Document Type: Article
UDC: 519.837.3
BBC: 22.18
Language: Russian
Citation: Anna Tur, “Linear-quadratic non-antagonistic discrete-time dynamic games”, UBS, 26.1 (2009), 139–163
Citation in format AMSBIB
\Bibitem{Tur09}
\by Anna Tur
\paper Linear-quadratic non-antagonistic discrete-time dynamic games
\jour UBS
\yr 2009
\vol 26.1
\pages 139--163
\mathnet{http://mi.mathnet.ru/ubs342}
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  • https://www.mathnet.ru/eng/ubs/v26/i1/p139
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