Discrete-time Riccati equations in open-loop Nash and Stackelberg games

We studied the asymptotic behaviour of difference equations appearing in th e necessary optimality conditions of non-cooperative open-loop Nash and Sta ckelberg games Since these equations are coupled non-symmetric Riccati diff erence equations, their qualitative behaviour is essentially different from that of standard (symmetric) Riccati equations. Moreover, we study also th e properties of the solutions of the corresponding algebraic Riccati equati ons.