Geodesic
Linear-quadratic non-antagonistic discrete-time dynamic games
Matematičeskaâ teoriâ igr i eë priloženiâ, Tome 1 (2009) no. 3, pp. 87-106

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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. 
@article{MGTA_2009_1_3_a5,
     author = {Anna Tur},
     title = {Linear-quadratic non-antagonistic discrete-time dynamic games},
     journal = {Matemati\v{c}eska\^a teori\^a igr i e\"e prilo\v{z}eni\^a},
     pages = {87--106},
     publisher = {mathdoc},
     volume = {1},
     number = {3},
     year = {2009},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/MGTA_2009_1_3_a5/}
}
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Anna Tur. Linear-quadratic non-antagonistic discrete-time dynamic games. Matematičeskaâ teoriâ igr i eë priloženiâ, Tome 1 (2009) no. 3, pp. 87-106. http://geodesic.mathdoc.fr/item/MGTA_2009_1_3_a5/