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 language | English |
|---|---|
| Pages (from-to) | 635-656 |
| Journal | Dynamic Games and Applications |
| Volume | 7 |
| Issue number | 4 |
| DOIs | |
| Publication status | Published - Dec 2017 |
Keywords
- Linear quadratic differential games
- Linear feedback Nash equilibria
- Coupled algebraic Riccati equations
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