Properties of feedback Nash equilibria in scalar LQ differential games

被引:15
作者
Engwerda, Jacob [1 ]
机构
[1] Tilburg Univ, Dept Econometr & OR, POB 90153, NL-5000 LE Tilburg, Netherlands
关键词
Linear quadratic differential games; Linear feedback Nash equilibria; Coupled algebraic Riccati equations; STRATEGIES;
D O I
10.1016/j.automatica.2016.03.014
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
In this paper we study the scalar linear quadratic differential game with state feedback information structure. Using a geometric approach, we present a complete characterization when this game will have no, one or multiple equilibria. Furthermore, we investigate the effect on this solution structure of some characteristics of the game, i.e., the number of players; the entrance of new players; the level of asymmetry; and the impact entrance of an additional player has on the closed-loop stability of the game. For that purpose we distinguish three types of the game: the economic game; the regulator game and the mixed game. The analysis is restricted to the case the involved cost depend only on the state and control variables. (C) 2016 Elsevier Ltd. All rights reserved.
引用
收藏
页码:364 / 374
页数:11
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