Search Results - subject:"Linear quadratic differential games"

Feedback Nash equilibria in differential games with impulse control

Sadana, Utsav; Reddy, Puduru Viswanadha; Zaccour, Georges - 2021

Persistent link: https://www.econbiz.de/10012587911

Stabilization of an uncertain simple fishery management game

Engwerda, Jacob Christiaan - 2017

Persistent link: https://www.econbiz.de/10011701433

A Numerical Algorithm to find All Scalar Feedback Nash Equilibria

Engwerda, Jacob - Tilburg University, Center for Economic Research - 2013

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...

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

A numerical algorithm to find all scalar feedback nash equilibria

Engwerda, Jacob Christiaan - 2013

Persistent link: https://www.econbiz.de/10010188289

Open-Loop Nash Equilibria in the Non-cooperative Infinite-planning Horizon LQ Game

Engwerda, Jacob - Tilburg University, Center for Economic Research - 2012

Abstract: In this note we reconsider Nash equilibria for the linear quadratic differential game for an infinite planning horizon. We consider an open-loop information structure. In the standard literature this problem is solved under the assumption that every player can stabilize the system on...

Persistent link: https://www.econbiz.de/10011092702

A Simulation Study of an ASEAN Monetary Union (Replaces CentER DP 2010-100)

Boldea, Otilia; Engwerda, Jacob; Michalak, T.; … - Tilburg University, Center for Economic Research - 2011

stylized open-economy dynamic general equilibrium model for the ASEAN countries. Using the framework of linear quadratic … differential games, we contrast the potential gains or losses for these countries due to economic shocks, in case they maintain …

Persistent link: https://www.econbiz.de/10011091256

Strategic interactions between fiscal and monetary authorities in a multi-country new-Keynesian model of a monetary union

Michalak, Tomasz; Engwerda, Jacob; Plasmans, Joseph - 2009

the framework of linear quadratic differential games. Our framework can be used to simulate strategic interactions between …

Persistent link: https://www.econbiz.de/10010264547

Strategic Interactions between Fiscal and Monetary Authorities in a Multi-Country New-Keynesian Model of a Monetary Union

Michalak, Tomasz; Engwerda, Jacob; Plasmans, Joseph - CESifo - 2009

the framework of linear quadratic differential games. Our framework can be used to simulate strategic interactions between …

Persistent link: https://www.econbiz.de/10005405711

The Open-Loop Discounted Linear Quadratic Differential Game for Regular Higher Order Index Descriptor Systems

Engwerda, Jacob; Salmah, Y.; Wijayanti, I.E. - Tilburg University, Center for Economic Research - 2009

In this paper we consider the discounted linear quadratic differential game for descriptor systems that have an index larger than one. We derive both necessary and sufficient conditions for existence of an open-loop Nash (OLN) equilibrium. In a small macro-economic stabilization game we...

Persistent link: https://www.econbiz.de/10011090887

The Open-Loop Linear Quadratic Differential Game for Index One Descriptor Systems

Engwerda, Jacob; Salmah, Y. - Tilburg University, Center for Economic Research - 2008

In this paper we consider the linear quadratic differential game for descriptor systems that have index one. We derive both necessary and sufficient conditions for existence of an open-loop Nash equilibrium.

Persistent link: https://www.econbiz.de/10011090313