DocumentCode :
1425959
Title :
The solution set of the N-player scalar feedback Nash algebraic Riccati equations
Author :
Engwerda, J.C.
Author_Institution :
Dept. of Econometrics, Tilburg Univ., Netherlands
Volume :
45
Issue :
12
fYear :
2000
fDate :
12/1/2000 12:00:00 AM
Firstpage :
2363
Lastpage :
2368
Abstract :
We analyze the set of scalar algebraic Riccati equations (ARE) that play an important role in finding feedback Nash equilibria of the scalar N-player linear-quadratic differential game. We show that in general there exist at most 2N-1 solutions of the ARE that give rise to a Nash equilibrium. In particular we analyze the number of equilibria as a function of the autonomous growth parameter and present both necessary and sufficient conditions for the existence of a unique solution of the ARE
Keywords :
Riccati equations; differential equations; differential games; feedback; linear quadratic control; N-player scalar feedback Nash algebraic Riccati equations; autonomous growth parameter; feedback Nash equilibria; necessary conditions; scalar N-player linear-quadratic differential game; sufficient conditions; Control systems; Differential algebraic equations; Differential equations; Econometrics; Environmental economics; Game theory; Linear feedback control systems; Nash equilibrium; Riccati equations; Sufficient conditions;
fLanguage :
English
Journal_Title :
Automatic Control, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9286
Type :
jour
DOI :
10.1109/9.895575
Filename :
895575
Link To Document :
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