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
fDate :
5/1/2003 12:00:00 AM
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;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.2003.811266
