A numerical algorithm to calculate the unique feedback nash equilibrium in a large scalar LQ differential game

Jacob Engwerda

Research output: Contribution to journalArticleScientificpeer-review

3 Citations (Scopus)
243 Downloads (Pure)

Abstract

In this paper, we study scalar linear quadratic differential games with state feedback information structure. We present a numerical algorithm which determines whether this game will have no, one, or multiple equilibria. Furthermore, in case there is a unique equilibrium, the algorithm provides this equilibrium. The algorithm is efficient in the sense that it is capable of handling a large number of players. The analysis is restricted to the case the involved cost depend only on the state and control variables.
Original languageEnglish
Pages (from-to)635-656
JournalDynamic Games and Applications
Volume7
Issue number4
DOIs
Publication statusPublished - Dec 2017

Keywords

  • Linear quadratic differential games
  • Linear feedback Nash equilibria
  • Coupled algebraic Riccati equations

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