A Numerical Algorithm to find All Scalar Feedback Nash Equilibria

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.

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Year of publication:	2013
Authors:	Engwerda, Jacob
Institutions:	Tilburg University, Center for Economic Research
Subject:	linear-quadratic differential games \| linear feedback Nash equilibrium \| affine systems \| numerical solution \| Riccati equations

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Extent:	application/pdf
Series:	Discussion Paper.
Type of publication:	Book / Working Paper
Notes:	The text is part of a series CentER Discussion Paper Number 2013-050
Classification:	C02 - Mathematical Methods ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C63 - Computational Techniques ; C72 - Noncooperative Games
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011090932