Title :
A numerical algorithm to find all scalar feedback Nash equilibria
Author_Institution :
Dept. of Econ., Tilburg Univ., Tilburg, Netherlands
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;
Conference_Titel :
Decision and Control (CDC), 2013 IEEE 52nd Annual Conference on
Conference_Location :
Firenze
Print_ISBN :
978-1-4673-5714-2
DOI :
10.1109/CDC.2013.6760133
