Algorithms for Computing Nash Equilibria in Deterministic Lq Games

CentER Discussion Paper Series No. 2006-109

25 Pages Posted: 24 Nov 2006

Date Written: October 2006

Abstract

In this paper we review a number of algorithms to compute Nash equilibria in deterministic linear quadratic differential games. We will review the open-loop and feedback information case. In both cases we address both the finite and the infinite-planning horizon.

Keywords: Algebraic Riccati equations, linear quadratic differential games, Nash equilibria

JEL Classification: C61, C72, C73

Suggested Citation

Engwerda, Jacob C., Algorithms for Computing Nash Equilibria in Deterministic Lq Games (October 2006). CentER Discussion Paper Series No. 2006-109, Available at SSRN: https://ssrn.com/abstract=946935 or http://dx.doi.org/10.2139/ssrn.946935

Jacob C. Engwerda (Contact Author)

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