A numerical algorithm to calculate the unique feedback Nash equilibrium in a large scalar LQ differential game

DOI10.1007/s13235-016-0201-7zbMath1391.91048DBLPjournals/dga/Engwerda17OpenAlexW2504288964WikidataQ59481307 ScholiaQ59481307MaRDI QIDQ1697416

Jacob Christiaan Engwerda

Publication date: 19 February 2018

Published in: Dynamic Games and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13235-016-0201-7

zbMATH Keywords

coupled algebraic Riccati equationslinear feedback Nash equilibrialinear quadratic differential games

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Differential games and control (49N70) Differential games (aspects of game theory) (91A23)

Related Items (2)

Newton's method, Bellman recursion and differential dynamic programming for unconstrained nonlinear dynamic games ⋮ Min-max robust control in LQ-differential games

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Properties of feedback Nash equilibria in scalar LQ differential games
• Necessary and sufficient conditions for feedback Nash equilibria for the affine-quadratic differential game
• Prices of anarchy, information, and cooperation in differential games
• Dynamic modelling of monetary and fiscal cooperation among nations
• Algorithms for computing Nash equilibria in deterministic LQ games
• Robust guaranteed cost control for uncertain stochastic systems with multiple decision makers
• On the existence of Nash strategies and solutions to coupled Riccati equations in linear-quadratic games
• Matrix Riccati equations in control and systems theory
• On the linear-quadratic closed-loop no-memory Nash game
• Nonzero-sum differential games
• The solution set of the N-player scalar feedback Nash algebraic Riccati equations
• A Numerical Algorithm to Find All Feedback Nash Equilibria in Scalar Affine Quadratic Differential Games
• Constructive <inline-formula> <tex-math notation="TeX">$\epsilon$</tex-math></inline-formula>-Nash Equilibria for Nonzero-Sum Differential Games
• Large-Population LQG Games Involving a Major Player: The Nash Certainty Equivalence Principle
• Optimal Control of Nonlinear Processes
• Dynamic Duopolistic Competition with Sticky Prices
• Values and strategies for infinite time linear quadratic games
• A Nash game approach to mixed H/sub 2//H/sub ∞/ control
• A numerical algorithm to find soft-constrained Nash equilibria in scalar LQ-games
• Equilibrium Feedback Control in Linear Games with Quadratic Costs
• \(H^ \infty\)-optimal control and related minimax design problems. A dynamic game approach.

This page was built for publication: A numerical algorithm to calculate the unique feedback Nash equilibrium in a large scalar LQ differential game