Matlab code for Nash feedback equilibrium of a linear quadratic dynamic game
AbstractThis program computes the Nash feedback equilibrium of a linear quadratic dynamic game. Each of two players solves a linear quadratic optimization problem, taking as given and known the sequence of linear feedback rules used by his opponent. The particular game analyzed is a price-quantity setting game suggested by Ken Judd.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoSoftware component provided by Quantitative Macroeconomics & Real Business Cycles in its series QM&RBC Codes with number 25.
Programming language: Matlab
Date of creation:
Date of revision:
reading list or among the top items on IDEAS.Access and download statisticsgeneral information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christian Zimmermann).
If references are entirely missing, you can add them using this form.