<p>We investigate the effect of bounded controls on symmetrical scalar infinite-horizon linear quadratic differential games. We show that this allows one to exhibit true Nash equilibria over state-feedback strategies. It takes several conditions on the coefficients of the game to validate the various equilibrium strategies.</p>

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Nash Equilibria in Bounded-Control Symmetrical Scalar Infinite-Horizon Linear Quadratic Differential Games

  • Pierre Bernhard

摘要

We investigate the effect of bounded controls on symmetrical scalar infinite-horizon linear quadratic differential games. We show that this allows one to exhibit true Nash equilibria over state-feedback strategies. It takes several conditions on the coefficients of the game to validate the various equilibrium strategies.