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An equivalence result in linear-quadratic theory

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Listed:
  • van den Broek, W.A.

    (Tilburg University, School of Economics and Management)

  • Engwerda, J.C.

    (Tilburg University, School of Economics and Management)

  • Schumacher, J.M.

    (Tilburg University, School of Economics and Management)

Abstract

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Suggested Citation

  • van den Broek, W.A. & Engwerda, J.C. & Schumacher, J.M., 2003. "An equivalence result in linear-quadratic theory," Other publications TiSEM d65171ce-101d-4204-a1ec-f, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:d65171ce-101d-4204-a1ec-f3f5d432de86
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    File URL: https://pure.uvt.nl/ws/portalfiles/portal/490073/erlqtf.pdf
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    References listed on IDEAS

    as
    1. Weeren, A.J.T.M. & Schumacher, J.M. & Engwerda, J.C., 1994. "Asymptotic analysis of Nash equilibria in nonzero-sum linear-quadratic differential games : The two player case," Research Memorandum FEW 634, Tilburg University, School of Economics and Management.
    2. A. J. T. M. Weeren & J. M. Schumacher & J. C. Engwerda, 1999. "Asymptotic Analysis of Linear Feedback Nash Equilibria in Nonzero-Sum Linear-Quadratic Differential Games," Journal of Optimization Theory and Applications, Springer, vol. 101(3), pages 693-722, June.
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    Cited by:

    1. Engwerda, J.C. & Salmah, Y. & Wijayanti, I.E., 2008. "The Optimal Linear Quadratic Feedback State Regulator Problem for Index One Descriptor Systems," Other publications TiSEM d92c8533-8221-4421-aa7c-6, Tilburg University, School of Economics and Management.
    2. Engwerda, J.C. & Weeren, A.J.T.M., 2006. "A Result on Output Feedback Linear Quadratic Control," Discussion Paper 2006-108, Tilburg University, Center for Economic Research.
    3. Engwerda, J.C., 2004. "The open-loop linear quadratic differential game revisited," Other publications TiSEM ff4e8556-547a-4157-a832-a, Tilburg University, School of Economics and Management.
    4. Engwerda, J.C., 2004. "A numerical algorithm to find soft-constrained Nash equilibria in scalar LQ-games," Other publications TiSEM 7a3232f4-ef03-4cc7-a438-e, Tilburg University, School of Economics and Management.
    5. Jacob Engwerda, 2007. "Algorithms for computing Nash equilibria in deterministic LQ games," Computational Management Science, Springer, vol. 4(2), pages 113-140, April.
    6. Engwerda, J.C., 2005. "Uncertainty in a Fishery Management Game," Other publications TiSEM 79d94d3b-4953-4511-9674-f, Tilburg University, School of Economics and Management.

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