Title :
On the solution set of the scalar feedback Nash algebraic Riccati equations
Author :
Engwerda, Jacob C.
Author_Institution :
Dept. of Econ., Tilburg Univ., Tilburg, Netherlands
fDate :
Aug. 31 1999-Sept. 3 1999
Abstract :
In this note we analyse Uie sei of scalar algebraic Riccati equations (ARE) that play an important role in finding feedback Nash equilibria of the scalar multi-player linear-quadratic differential game. We show that in general there exists more than one solution of the (ARE) that gives rise to a Nash equilibrium. In particular we analyse the number of equilibria as a function of the state-feedback parameter.
Keywords :
Riccati equations; feedback; game theory; linear quadratic control; ARE; Nash algebraic Riccati equations; scalar multiplayer linear-quadratic differential game; state-feedback parameter; Econometrics; Games; Jacobian matrices; Mathematical model; Nash equilibrium; Riccati equations; Linear quadratic games; Riccati equations; feedback Nash equilibrium; solvability conditions;
Conference_Titel :
Control Conference (ECC), 1999 European
Conference_Location :
Karlsruhe
Print_ISBN :
978-3-9524173-5-5
