Algorithms for Computing Nash Equilibria in Deterministic LQ Games

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.

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Year of publication:	2006
Authors:	Engwerda, Jacob
Institutions:	Tilburg University, Center for Economic Research
Subject:	Algebraic Riccati equations \| linear quadratic differential games \| Nash equilibria

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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 2006-109
Classification:	C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C72 - Noncooperative Games ; C73 - Stochastic and Dynamic Games
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011091818