A Numerical Algorithm to find All Scalar Feedback Nash Equilibria

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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

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