A numerical algorithm to find soft-constrained Nash equilibria in scalar LQ-games

被引：25

作者：

Engwerda, J ^{[1
]}

机构：

[1] Tilburg Univ, Dept Econometr & OR, NL-5000 LE Tilburg, Netherlands

来源：

INTERNATIONAL JOURNAL OF CONTROL | 2006年 / 79卷 / 06期

关键词：

D O I：

10.1080/00207170600565352

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

This paper provides a numerical algorithm to calculate all soft-constrained Nash equilibria in a regular scalar indefinite linear-quadratic game. The algorithm is based on the calculation of the eigenstructure of a certain matrix. The analysis follows the lines of the approach taken by Engwerda (2003) to calculate the solutions of a set of scalar coupled feedback Nash algebraic Riccati equations.

引用

页码：592 / 603

页数：12

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