Title :
The solution set of the N-player scalar feedback Nash algebraic Riccati equations
Author_Institution :
Dept. of Econometrics, Tilburg Univ., Netherlands
fDate :
12/1/2000 12:00:00 AM
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;
Journal_Title :
Automatic Control, IEEE Transactions on