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JOURNALS // Matematicheskaya Teoriya Igr i Ee Prilozheniya // Archive

Mat. Teor. Igr Pril., 2009 Volume 1, Issue 3, Pages 87–106 (Mi mgta18)

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.

UDC: 519.837.3
BBK: 22.18



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