DocumentCode
3526389
Title
A numerical algorithm to find all scalar feedback Nash equilibria
Author
Engwerda, J.C.
Author_Institution
Dept. of Econ., Tilburg Univ., Tilburg, Netherlands
fYear
2013
fDate
10-13 Dec. 2013
Firstpage
1738
Lastpage
1743
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.
Keywords
Riccati equations; differential games; game theory; numerical analysis; polynomial matrices; numerical algorithm; polynomial matrix; scalar N-player linear affine-quadratic differential game; scalar algebraic Riccati equations; scalar feedback Nash equilibria; Eigenvalues and eigenfunctions; Games; Mathematical model; Polynomials; Riccati equations; Vectors;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control (CDC), 2013 IEEE 52nd Annual Conference on
Conference_Location
Firenze
ISSN
0743-1546
Print_ISBN
978-1-4673-5714-2
Type
conf
DOI
10.1109/CDC.2013.6760133
Filename
6760133
Link To Document