A Numerical Algorithm to find All Scalar Feedback Nash Equilibria

Engwerda, J.C.

A Numerical Algorithm to find All Scalar Feedback Nash Equilibria

Authors: J.C. Engwerda
Publication date: 1 January 2013
Publisher: 'Faculty of Mathematics, Computer Science and Econometrics, University of Zielona Gora'
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Abstract

Abstract: In this note we generalize a numerical algorithm presented in [9] to calculate all solutions of the scalar algebraic Riccati equations that play an important role in finding feedback Nash equilibria of the scalar N-player linear affine-quadratic differential game. The algorithm is based on calculating the positive roots of a polynomial matrix.