The open-loop discounted linear quadratic differential game for regular higher order index descriptor systems
Jacob Christiaan Engwerda, Y. Salmah, Indah Emilia Wijayanti · International Journal of Control · 2009
In this article we consider the discounted linear quadratic differential game for descriptor systems that have an index larger than one. We derive both necessary and sufficient conditions for existence of an open-loop Nash (OLN) equilibrium. In a small macro-economic stabilisation game we illustrate that the corresponding optimal response is generically cyclic.