Applications involving humans and robots working together are spreading nowadays. Alongside, modeling and control techniques that allow physical Human-Robot Interaction (pHRI) are widely investigated. To better understand its potential application in pHRI, this work investigates the Cooperative Differential Game Theory modeling of pHRI in a cooperative reaching task, specifically for reference tracking. The proposed controller based on Collaborative Game Theory is deeply analyzed and compared in simulations with two other techniques, Linear Quadratic Regulator (LQR) and Non-Cooperative Game-Theoretic Controller. The set of simulations shows how different tuning of control parameters affects the system response and control efforts of both the players for the three controllers, suggesting the use of Cooperative GT in the case the robot should assist the human, while Non-Cooperative GT represents a better choice in the case the robot should lead the action. Finally, preliminary tests with a trained human are performed to extract useful information on the real applicability and limitations of the proposed method.