Article ID: | iaor20082730 |
Country: | Netherlands |
Volume: | 4 |
Issue: | 2 |
Start Page Number: | 113 |
End Page Number: | 140 |
Publication Date: | Apr 2007 |
Journal: | Computational Management Science |
Authors: | Engwerda Jacob |
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.