Abstract
We consider a noncooperative game in infinite time horizon, with linear dynamics and exponentially discounted quadratic costs. Assuming that the state space is one-dimensional, we prove that the Nash equilibrium solution in feedback form is stable under nonlinear perturbations. The analysis shows that, in a generic setting, the linear-quadratic game can have either one or infinitely many feedback equilibrium solutions. For each of these, a nearby solution of the perturbed nonlinear game can be constructed.
Original language | English (US) |
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Pages (from-to) | 42-78 |
Number of pages | 37 |
Journal | Dynamic Games and Applications |
Volume | 8 |
Issue number | 1 |
DOIs | |
State | Published - Mar 1 2018 |
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Computer Science Applications
- Computer Graphics and Computer-Aided Design
- Computational Theory and Mathematics
- Computational Mathematics
- Applied Mathematics