Algorithms for Computing Nash Equilibria in Deterministic LQ Games

J.C. Engwerda

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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

Keywords

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

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  • Cite this

    Engwerda, J. C. (2006). Algorithms for Computing Nash Equilibria in Deterministic LQ Games. (CentER Discussion Paper; Vol. 2006-109). Macroeconomics.