Algorithms for computing Nash equilibria in deterministic LQ games |
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| Authors: | Jacob Engwerda |
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| Institution: | (1) Department of Econometrics and O.R., Tilburg University, P.O. Box 90153, 5000 LE Tilburg, The Netherlands |
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| Abstract: | 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. |
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| Keywords: | Algebraic Riccati equations Linear quadratic differential games Nash equilibria |
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