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Nonexistence and nonuniqueness of open-loop equilibria in linear-quadratic differential games

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In this paper, we shall give a complete description of the set of all Nash equilibria in open-loop strategies for nonzero-sum differential games with linear differential equations and quadratic cost terms. Several examples are given, where nonexistence and nonuniqueness occur.

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Communicated by G. Leitmann

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Eisele, T. Nonexistence and nonuniqueness of open-loop equilibria in linear-quadratic differential games. J Optim Theory Appl 37, 443–468 (1982). https://doi.org/10.1007/BF00934951

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