A numerical algorithm to find soft-constrained Nash equilibria in scalar LQ-games |
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| Authors: | J Engwerda |
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| Affiliation: | 1. Dept. of Econometrics and O.R , Tilburg University , PO Box 90153, 5000 LE Tilburg, The Netherlands engwerda@uvt.nl |
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| Abstract: | 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 Engwerda, JC. 2003. Solving the scalar feedback Nash algebraic Riccati equations: an eigenvector approach. IEEE Trans. Automat. Contr., 48: 847–853. Crossref] , Google Scholar]) to calculate the solutions of a set of scalar coupled feedback Nash algebraic Riccati equations. |
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