A Numerical Algorithm to find Soft-Constrained Nash Equilibria in Scalar LQ-Games

J.C. Engwerda

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Abstract

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 [7] to calculate the solutions of a set of scalar coupled feedback Nash algebraic Riccati equations.
Original languageEnglish
Place of PublicationTilburg
PublisherMacroeconomics
Number of pages19
Volume2005-33
Publication statusPublished - 2005

Publication series

NameCentER Discussion Paper
Volume2005-33

Keywords

  • C63
  • C72
  • C73

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