The (in)finite horizon open-loop Nash LQ game: An application to EMU

Annals of Operations Research

Volumn 88, Issue , 1999, Pages 251-273

  Engwerda, Jacob C ^a   Van Aarle, Bas ^b,c   Plasmans, Joseph E J ^a,c  

^a TILBURG UNIVERSITY   (Netherlands)

^b RADBOUD UNIVERSITY NIJMEGEN   (Netherlands)

^c UNIVERSITY OF ANTWERP   (Belgium)

Author keywords

EMU; Linear quadratic games; Open loop Nash equilibrium; Riccati equations; Solvability conditions

Indexed keywords

EID: 0033417487     PISSN: 02545330     EISSN: 15729338     Source Type: Journal    
DOI: 10.1023/a:1018986514858     Document Type: Article

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