A Numerical Algorithm to find All Scalar Feedback Nash Equilibria

J.C. Engwerda

Research output: Working paperDiscussion paperOther research output

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Abstract

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.
Original languageEnglish
Place of PublicationTilburg
PublisherEconometrics
Number of pages15
Volume2013-050
Publication statusPublished - 2013

Publication series

NameCentER Discussion Paper
Volume2013-050

Keywords

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

Cite this

Engwerda, J. C. (2013). A Numerical Algorithm to find All Scalar Feedback Nash Equilibria. (CentER Discussion Paper; Vol. 2013-050). Tilburg: Econometrics.
Engwerda, J.C. / A Numerical Algorithm to find All Scalar Feedback Nash Equilibria. Tilburg : Econometrics, 2013. (CentER Discussion Paper).
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Engwerda, JC 2013 'A Numerical Algorithm to find All Scalar Feedback Nash Equilibria' CentER Discussion Paper, vol. 2013-050, Econometrics, Tilburg.

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

Tilburg : Econometrics, 2013. (CentER Discussion Paper; Vol. 2013-050).

Research output: Working paperDiscussion paperOther research output

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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.

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KW - affine systems

KW - numerical solution

KW - Riccati equations

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Engwerda JC. A Numerical Algorithm to find All Scalar Feedback Nash Equilibria. Tilburg: Econometrics. 2013. (CentER Discussion Paper).