Matlab code for limit of a Nash linear quadratic two-player dynamic game
AbstractThis program computes the limit of a Nash linear quadratic two-player dynamic game. The program constructs the Nash feedback equilibrium by iterating on the pair of Ricatti equations corresponding to the two player's problem.
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Bibliographic InfoSoftware component provided by Quantitative Macroeconomics & Real Business Cycles in its series QM&RBC Codes with number 28.
Programming language: Matlab
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