On the Selection of One Feedback Nash Equilibrium in Discounted Linear-Quadratic Games |
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| Authors: | Cartigny P. Michel P. |
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| Affiliation: | (1) Maitre de Conférences, INRA-ESR, Montpellier and GREQAM, Université de la Méditerranée, Marseille, France;(2) IUF and GREQAM, Université de la Méditerranée, Marseille, France |
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| Abstract: | We study a selection method for a Nash feedback equilibrium of a one-dimensional linear-quadratic nonzero-sum game over an infinite horizon. By introducing a change in the time variable, one obtains an associated game over a finite horizon T > 0 and with free terminal state. This associated game admits a unique solution which converges to a particular Nash feedback equilibrium of the original problem as the horizon T goes to infinity. |
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| Keywords: | Linear-quadratic games nonzero-sum differential games Nash equilibria infinite-horizon problems |
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