Algorithms for Computing Nash Equilibria in Deterministic LQ Games

J.C. Engwerda

Research output: Working paperDiscussion paperOther research output

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Abstract

In this paper we review a number of algorithms to compute Nash equilibria in deterministic linear quadratic differential games.We will review the open-loop and feedback information case.In both cases we address both the finite and the infinite-planning horizon.
Original languageEnglish
Place of PublicationTilburg
PublisherMacroeconomics
Number of pages26
Volume2006-109
Publication statusPublished - 2006

Publication series

NameCentER Discussion Paper
Volume2006-109

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Keywords

  • Algebraic Riccati equations
  • linear quadratic differential games
  • Nash equilibria

Cite this

Engwerda, J. C. (2006). Algorithms for Computing Nash Equilibria in Deterministic LQ Games. (CentER Discussion Paper; Vol. 2006-109). Tilburg: Macroeconomics.
Engwerda, J.C. / Algorithms for Computing Nash Equilibria in Deterministic LQ Games. Tilburg : Macroeconomics, 2006. (CentER Discussion Paper).
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keywords = "Algebraic Riccati equations, linear quadratic differential games, Nash equilibria",
author = "J.C. Engwerda",
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language = "English",
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Engwerda, JC 2006 'Algorithms for Computing Nash Equilibria in Deterministic LQ Games' CentER Discussion Paper, vol. 2006-109, Macroeconomics, Tilburg.

Algorithms for Computing Nash Equilibria in Deterministic LQ Games. / Engwerda, J.C.

Tilburg : Macroeconomics, 2006. (CentER Discussion Paper; Vol. 2006-109).

Research output: Working paperDiscussion paperOther research output

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KW - Nash equilibria

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Engwerda JC. Algorithms for Computing Nash Equilibria in Deterministic LQ Games. Tilburg: Macroeconomics. 2006. (CentER Discussion Paper).