Abstract

We briefly summarize the algorithm OPTGAME 1.0 to solve two-person discrete-time LQ dynamic games exactly and discrete-time non-linear quadratic games approximately by means of an appropriate linearization procedure. Furthermore, we consider the relations between different solutions of these dynamic games, in particular between open-loop and feedback Nash and Stackelberg equilibria and Pareto-optimal solutions, and derive conditions for differences between the results of these solution concepts for a given game to become very small.

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