### Abstract

Original language | English |
---|---|

Place of Publication | Tilburg |

Publisher | Econometrics |

Number of pages | 15 |

Volume | 2013-050 |

Publication status | Published - 2013 |

### Publication series

Name | CentER Discussion Paper |
---|---|

Volume | 2013-050 |

### Keywords

- linear-quadratic differential games
- linear feedback Nash equilibrium
- affine systems
- numerical solution
- Riccati equations

### Cite this

*A Numerical Algorithm to find All Scalar Feedback Nash Equilibria*. (CentER Discussion Paper; Vol. 2013-050). Tilburg: Econometrics.

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**A Numerical Algorithm to find All Scalar Feedback Nash Equilibria.** / Engwerda, J.C.

Research output: Working paper › Discussion paper › Other research output

TY - UNPB

T1 - A Numerical Algorithm to find All Scalar Feedback Nash Equilibria

AU - Engwerda, J.C.

N1 - Pagination: 15

PY - 2013

Y1 - 2013

N2 - Abstract: In this note we generalize a numerical algorithm presented in [9] to calculate all solutions of the scalar algebraic Riccati equations that play an important role in finding feedback Nash equilibria of the scalar N-player linear affine-quadratic differential game. The algorithm is based on calculating the positive roots of a polynomial matrix.

AB - Abstract: In this note we generalize a numerical algorithm presented in [9] to calculate all solutions of the scalar algebraic Riccati equations that play an important role in finding feedback Nash equilibria of the scalar N-player linear affine-quadratic differential game. The algorithm is based on calculating the positive roots of a polynomial matrix.

KW - linear-quadratic differential games

KW - linear feedback Nash equilibrium

KW - affine systems

KW - numerical solution

KW - Riccati equations

M3 - Discussion paper

VL - 2013-050

T3 - CentER Discussion Paper

BT - A Numerical Algorithm to find All Scalar Feedback Nash Equilibria

PB - Econometrics

CY - Tilburg

ER -