A numerical toolbox to solve \(N\)-player affine LQ open-loop differential games

DOI10.1007/S10614-011-9257-ZzbMath1301.91006OpenAlexW2036322985WikidataQ108109143 ScholiaQ108109143MaRDI QIDQ535370

Yong-Cai Geng, Sumit K. Garg

Publication date: 11 May 2011

Published in: Computational Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10614-011-9257-z

zbMATH Keywords

cooperative gamesRiccati equationsnumerical computationnoncooperative gameslinear quadratic differential gamescoalition structures

Mathematics Subject Classification ID

Noncooperative games (91A10) Differential games (aspects of game theory) (91A23)

Related Items (1)

Interactions Between Fiscal and Monetary Authorities in a Three-Country New-Keynesian Model of a Monetary Union

Uses Software

• Optgame
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Cites Work

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• Dynamic modelling of monetary and fiscal cooperation among nations
• Algorithms for computing Nash equilibria in deterministic LQ games
• A Schur decomposition for Hamiltonian matrices
• A differential game of retailer promotions.
• Uniqueness conditions for the affine open-loop linear quadratic differential game
• Nonzero-sum differential games
• Further properties of nonzero-sum differential games
• Riccati differential equations
• Analytic solution for a class of linear quadratic open-loop Nash games
• Dynamic Duopolistic Competition with Sticky Prices
• A Schur method for solving algebraic Riccati equations
• A Generalized Eigenvalue Approach for Solving Riccati Equations
• Numerical solutions of differential game problems†
• Iterative solution of algebraic matrix Riccati equations in open loop Nash games
• Solving dynamic macroeconomic policy games using the algorithm OPTGAME 1.0
• On the solution of the open-loop Nash Riccati equations in linear quadratic differential games

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