A numerical algorithm to calculate the unique feedback Nash equilibrium in a large scalar LQ differential game
DOI10.1007/s13235-016-0201-7zbMath1391.91048DBLPjournals/dga/Engwerda17OpenAlexW2504288964WikidataQ59481307 ScholiaQ59481307MaRDI QIDQ1697416
Publication date: 19 February 2018
Published in: Dynamic Games and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13235-016-0201-7
coupled algebraic Riccati equationslinear feedback Nash equilibrialinear quadratic differential games
Numerical optimization and variational techniques (65K10) Differential games and control (49N70) Differential games (aspects of game theory) (91A23)
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Cites Work
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