In this paper we provide a numerical algorithm to calculate all soft-constrained Nash equilibria in a regular scalar indefinite linear-quadratic game.The algorithm is based on the calculation of the eigenstructure of a certain matrix.The analysis follows the lines of the approach taken by Engwerda in  to calculate the solutions of a set of scalar coupled feedback Nash algebraic Riccati equations.
|Place of Publication||Tilburg|
|Number of pages||19|
|Publication status||Published - 2005|
|Name||CentER Discussion Paper|