DocumentCode
1199321
Title
Solving the scalar feedback Nash algebraic Riccati equations: an eigenvector approach
Author
Engwerda, Jacob C.
Author_Institution
Dept. of Econ. & O.R., Tilburg Univ., Netherlands
Volume
48
Issue
5
fYear
2003
fDate
5/1/2003 12:00:00 AM
Firstpage
847
Lastpage
852
Abstract
In this note, we present an algorithm to compute all solutions of the scalar algebraic Riccati equations that play an important role in finding feedback Nash equilibria of the scalar N-player linear-quadratic differential game. We show that all appropriate solutions can be obtained by analyzing the eigenstructure of a related matrix.
Keywords
Riccati equations; differential games; eigenvalues and eigenfunctions; feedback; matrix algebra; LQ differential game; eigenvector approach; feedback Nash equilibria; matrix eigenstructure; scalar feedback Nash algebraic Riccati equations; scalar multiplayer linear-quadratic differential game; Differential algebraic equations; Econometrics; Environmental economics; Feedback; Jacobian matrices; Macroeconomics; Nash equilibrium; Polynomials; Riccati equations; Robustness;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.2003.811266
Filename
1198612
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