A Counterexample --- Discontinuous Nash Equilibria in a Finite Horizon Linear-Quadratic Dynamic Game with Linear Constraints

In this research, we study a simple example of symmetric linear-quadratic dynamic games in which presence of simple linear state dependent constraints results in non-existence of continuous symmetric Nash equilibria and existence of continuum of discontinuous symmetric Nash equilibria.

Common work with Agnieszka Wiszniewska-Matyszkiel