Automatica, Vol.44, No.2, 504-511, 2008
Uniqueness conditions for the affine open-loop linear quadratic differential game
In this note we consider the open-loop Nash linear quadratic differential game with an infinite-planning horizon. The performance function is assumed to be indefinite and the underlying system affine. We derive both necessary and sufficient conditions under which this game has a unique Nash equilibrium. (C) 2007 Elsevier Ltd. All rights reserved.
Keywords:linear-quadratic games;open-loop Nash equilibrium;affine systems;solvability conditions;Riccati equations