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JOURNALS // Upravlenie Bol'shimi Sistemami // Archive

UBS, 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

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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