title: Doubly invariant equilibria of linear discrete-time games
abstract: The notion of doubly invariant (DI) equilibrium is introduced. The concept extends controlled and robustly controlled invariance notions to the context of two-person dynamic games. Each player tries to keep the state in a region of state space independently of the actions of the rival player. The paper gives existence conditions, criteria and algorithms for the determination of DI equilibria of linear dynamic games in discrete time. Two examples illustrate the results. The first one is in the area of fault-tolerant controller synthesis. The second is an application to macroeconomics
keyphrases: doubly invariant equilibria linear discrete-time games robustly controlled invariance two-person dynamic games state space existence conditions fault-tolerant controller synthesis macroeconomics