A counterexample in linear-quadratic games: Existence of nonlinear nash solutions

Research output: Contribution to journalArticle

Abstract

Via a 2-stage linear-quadratic 2-person nonzero-sum game, we show that such decision problems might admit nonlinear Nash solutions. As compared with the linear strategy, a nonlinear Nash policy might lead to a better performance for at least one of the players.

Original languageEnglish (US)
Pages (from-to)425-430
Number of pages6
JournalJournal of Optimization Theory and Applications
Volume14
Issue number4
DOIs
StatePublished - Oct 1 1974
Externally publishedYes

Keywords

  • Game theory
  • Nash equilibria
  • differential games
  • linear-quadratic games
  • nonzero-sum games

ASJC Scopus subject areas

  • Control and Optimization
  • Management Science and Operations Research
  • Applied Mathematics

Fingerprint Dive into the research topics of 'A counterexample in linear-quadratic games: Existence of nonlinear nash solutions'. Together they form a unique fingerprint.

Cite this