Jia-Min Jian

Quantitative comparison of closed- and open-loop linear-quadratic $N$-player differential games

We compare closed-loop and open-loop Nash equilibria in a finite-horizon stochastic linear-quadratic $N$-player game with decoupled state dynamics and interaction through the state costs. We introduce a block-diagonal reference game and a nearby perturbed game, and study each under both information structures. The clos...