The Solution Set of the n-Player Scalar Feedback Nash Algebraic Riccati Equations
AbstractIn this paper we analyse the set of scalar algebraic Riccati equations (ARE) that play an important role in finding feedback Nash equilibria of the scalar N-player linear-quadratic differential game. We show that in general there exist maximal 2N - 1 solutions of the (ARE) that give rise to a Nash equilibrium. In particular we analyse the number of equilibria as a function of the state-feedback parameter and present both necessary and sufficient conditions for existence of a unique solution of the (ARE). Furthermore, we derive conditions under which the set of state-feedback parameters for which there is a unique solution grows with the number of players in the game.
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 InfoPaper provided by Tilburg University, Center for Economic Research in its series Discussion Paper with number 1999-90.
Date of creation: 1999
Date of revision:
Contact details of provider:
Web page: http://center.uvt.nl
Linear quadratic games; feedback Nash equilibrium; solvability conditions; Riccati equations;
Other versions of this item:
- Engwerda, J.C., 2000. "The solution set of the N-player scalar feedback Nash algebraic Riccati equations," Open Access publications from Tilburg University urn:nbn:nl:ui:12-85060, Tilburg University.
- NEP-ALL-1999-11-08 (All new papers)
- NEP-GTH-1999-12-21 (Game Theory)
- NEP-IND-1999-11-08 (Industrial Organization)
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Weeren, A.J.T.M. & Schumacher, J.M. & Engwerda, J.C., 1994. "Asymptotic analysis of Nash equilibria in nonzero-sum linear-quadratic differential games: The two player case," Research Memorandum 634, Tilburg University, Faculty of Economics and Business Administration.
- Engwerda, J.C. & Salmah, Y., 2010. "Feedback Nash Equilibria for Linear Quadratic Descriptor Differential Games," Discussion Paper 2010-79, Tilburg University, Center for Economic Research.
- Acocella Nicola & Di Bartolomeo Giovanni, 2007.
"Towards a new theory of economic policy: Continuity and innovation,"
0020, Department of Communication, University of Teramo.
- Acocella, Nicola & Di Bartolomeo, Giovanni, 2007. "Towards a new theory of economic policy: Continuity and innovation," MPRA Paper 4419, University Library of Munich, Germany.
- Engwerda, J.C., 2004.
"A numerical algorithm to find soft-constrained Nash equilibria in scalar LQ-games,"
Open Access publications from Tilburg University
urn:nbn:nl:ui:12-142827, Tilburg University.
- Engwerda, J.C., 2005. "A Numerical Algorithm to find Soft-Constrained Nash Equilibria in Scalar LQ-Games," Discussion Paper 2005-33, Tilburg University, Center for Economic Research.
- Tamer Başar & Quanyan Zhu, 2011. "Prices of Anarchy, Information, and Cooperation in Differential Games," Dynamic Games and Applications, Springer, vol. 1(1), pages 50-73, March.
- Engwerda, J.C., 2013. "A Numerical Algorithm to find All Scalar Feedback Nash Equilibria," Discussion Paper 2013-050, Tilburg University, Center for Economic Research.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Richard Broekman).
If references are entirely missing, you can add them using this form.