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.
Translated title of the contributionLINEAR-QUADRATIC NON-ANTAGONISTIC DISCRETE-TIME DYNAMIC GAMES
Original languageRussian
Pages (from-to)87-106
JournalМАТЕМАТИЧЕСКАЯ ТЕОРИЯ ИГР И ЕЕ ПРИЛОЖЕНИЯ
Volume1
Issue number3
StatePublished - 2009

ID: 5545746