A numerical algorithm to find soft-constrained Nash equilibria in scalar LQ-games
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- scientific article; zbMATH DE number 1908219
Cites work
- Homotopies Exploiting Newton Polytopes for Solving Sparse Polynomial Systems
- scientific article; zbMATH DE number 50337 (Why is no real title available?)
- Monetary and fiscal policy interaction in the EMU: A dynamic game approach
- Numerical solutions of differential game problems†
- On the existence of Nash strategies and solutions to coupled Riccati equations in linear-quadratic games
- On the linear-quadratic closed-loop no-memory Nash game
- Robust equilibria in indefinite linear-quadratic differential games
- Robust Permanent Income and Pricing
- Solving Polynomial Systems Using a Branch and Prune Approach
- Solving the scalar feedback Nash algebraic Riccati equations: an eigenvector approach
- The solution set of the N-player scalar feedback Nash algebraic Riccati equations
Cited in
(12)- Revisit of linear-quadratic optimal control
- Soft-constrained stochastic Nash games for weakly coupled large-scale systems
- A numerical algorithm to calculate the unique feedback Nash equilibrium in a large scalar LQ differential game
- Industrial digital transformation strategies based on differential games
- Newton's method for solving cross-coupled sign-indefinite algebraic Riccati equations for weakly coupled large-scale systems
- Linear quadratic Nash games on positive linear systems
- Linear Quadratic Differential Games: An Overview
- Robust linear quadratic mean field social control: a direct approach
- Robust Mean Field Linear-Quadratic-Gaussian Games with Unknown L²-Disturbance
- Soft-constrained output feedback guaranteed cost equilibria in infinite-horizon uncertain linear-quadratic differential games
- Algorithms for computing Nash equilibria in deterministic LQ games
- Developments in differential game theory and numerical methods: Economic and management applications
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