G-2006-82
Credible Linear-Incentive Equilibrium Strategies in Linear-Quadratic Differential Games
and BibTeX reference
We characterize in this paper the credibility of linear-incentive equilibrium strategies for the class of linear-quadratic differential games. This class is widely used in applications of differential games in economics and management science. We derive a general condition for credibility and illustrate its use on two examples, one is a general homogenous linear-quadratic game and the second is an environmental-economics game.
Published December 2006 , 35 pages
Research Axis
Research applications
Publication
Jan 2009
Credible linear incentive equilibrium strategies in linear-quadratic differential games
and
Annals of the International Society of Dynamic Games, 10, 261–291, 2009
BibTeX reference