Algorithms for computing Nash equilibria in deterministic LQ games

被引：27
|
作者：
Engwerda J. [1 ]
机构：
[1] Department of Econometrics and O.R., Tilburg University, 5000 LE Tilburg
来源：
Computational Management Science | 2007年 / 4卷 / 2期
关键词：
Algebraic Riccati equations; Linear quadratic differential games; Nash equilibria;
D O I：
10.1007/s10287-006-0030-z
中图分类号：
学科分类号：
摘要：
In this paper we review a number of algorithms to compute Nash equilibria in deterministic linear quadratic differential games. We will review the open-loop and feedback information case. In both cases we address both the finite and the infinite-planning horizon. © Springer-Verlag 2006.
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页码：113 / 140
页数：27
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