Min-Max Robust Control in LQ-Differential Games
Author
Abstract
Suggested Citation
DOI: 10.1007/s13235-021-00421-z
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Jacob Engwerda, 2007.
"Algorithms for computing Nash equilibria in deterministic LQ games,"
Computational Management Science, Springer, vol. 4(2), pages 113-140, April.
- Engwerda, J.C., 2006. "Algorithms for Computing Nash Equilibria in Deterministic LQ Games," Discussion Paper 2006-109, Tilburg University, Center for Economic Research.
- Engwerda, J.C., 2006. "Algorithms for Computing Nash Equilibria in Deterministic LQ Games," Other publications TiSEM ae0f5ff3-dd64-4dc9-9ab6-f, Tilburg University, School of Economics and Management.
- Engwerda, J.C., 2007. "Algorithms for computing Nash equilibria in deterministic LQ games," Other publications TiSEM 89716ae9-c244-4448-b796-4, Tilburg University, School of Economics and Management.
- Jacob Engwerda, 2017. "A Numerical Algorithm to Calculate the Unique Feedback Nash Equilibrium in a Large Scalar LQ Differential Game," Dynamic Games and Applications, Springer, vol. 7(4), pages 635-656, December.
- Alain Haurie & Jacek B Krawczyk & Georges Zaccour, 2012. "Games and Dynamic Games," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8442, February.
- Jacob Engwerda, 2017.
"A Numerical Algorithm to Calculate the Unique Feedback Nash Equilibrium in a Large Scalar LQ Differential Game,"
Dynamic Games and Applications, Springer, vol. 7(4), pages 635-656, December.
- Engwerda, Jacob, 2017. "A numerical algorithm to calculate the unique feedback nash equilibrium in a large scalar LQ differential game," Other publications TiSEM 0442b203-1b92-4be3-ba60-7, Tilburg University, School of Economics and Management.
- Dockner,Engelbert J. & Jorgensen,Steffen & Long,Ngo Van & Sorger,Gerhard, 2000. "Differential Games in Economics and Management Science," Cambridge Books, Cambridge University Press, number 9780521637329, January.
- W. A. van den Broek & J. C. Engwerda & J. M. Schumacher, 2003. "Robust Equilibria in Indefinite Linear-Quadratic Differential Games," Journal of Optimization Theory and Applications, Springer, vol. 119(3), pages 565-595, December.
- W. A. van den Broek & J. C. Engwerda & J. M. Schumacher, 2003.
"Robust Equilibria in Indefinite Linear-Quadratic Differential Games,"
Journal of Optimization Theory and Applications, Springer, vol. 119(3), pages 565-595, December.
- van den Broek, W.A. & Engwerda, J.C. & Schumacher, J.M., 2003. "Robust equilibria in indefinite linear-quadratic differential games," Other publications TiSEM 4a566f74-cf19-4cc9-852a-5, Tilburg University, School of Economics and Management.
- Valentijn Stienen & Jacob Engwerda, 2020.
"Measuring Impact of Uncertainty in a Stylized Macroeconomic Climate Model within a Dynamic Game Perspective,"
Energies, MDPI, vol. 13(2), pages 1-39, January.
- Stienen, Valentijn & Engwerda, Jacob, 2018. "Measuring Impact of Uncertainty in a Stylized Macro-Economic Climate Model within a Dynamic Game Perspective," Discussion Paper 2018-007, Tilburg University, Center for Economic Research.
- Dockner Engelbert J. & Van Long Ngo, 1993.
"International Pollution Control: Cooperative versus Noncooperative Strategies,"
Journal of Environmental Economics and Management, Elsevier, vol. 25(1), pages 13-29, July.
- Dockner, Engelbert J. & Van Long, Ngo, 1991. "International Pollution Control: Cooperative Versus Noncooperative Strategies," Department of Economics Working Paper Series 2, WU Vienna University of Economics and Business.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Mikhail I. Krastanov & Rossen Rozenov & Boyan K. Stefanov, 2023. "On a Constrained Infinite-Time Horizon Linear Quadratic Game," Dynamic Games and Applications, Springer, vol. 13(3), pages 843-858, September.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Engwerda, J.C., 2013. "A Numerical Algorithm to find All Scalar Feedback Nash Equilibria," Discussion Paper 2013-050, Tilburg University, Center for Economic Research.
- J. C. Engwerda & Salmah, 2013. "Necessary and Sufficient Conditions for Feedback Nash Equilibria for the Affine-Quadratic Differential Game," Journal of Optimization Theory and Applications, Springer, vol. 157(2), pages 552-563, May.
- Engwerda, J.C., 2013.
"A Numerical Algorithm to find All Scalar Feedback Nash Equilibria,"
Discussion Paper
2013-050, Tilburg University, Center for Economic Research.
- Engwerda, J.C., 2013. "A Numerical Algorithm to find All Scalar Feedback Nash Equilibria," Other publications TiSEM aa391d31-11df-4693-9583-1, Tilburg University, School of Economics and Management.
- Javier Frutos & Guiomar Martín-Herrán, 2018. "Selection of a Markov Perfect Nash Equilibrium in a Class of Differential Games," Dynamic Games and Applications, Springer, vol. 8(3), pages 620-636, September.
- N. Baris Vardar & Georges Zaccour, 2020. "Exploitation of a Productive Asset in the Presence of Strategic Behavior and Pollution Externalities," Mathematics, MDPI, vol. 8(10), pages 1-28, October.
- Bolei Di & Andrew Lamperski, 2022. "Newton’s Method, Bellman Recursion and Differential Dynamic Programming for Unconstrained Nonlinear Dynamic Games," Dynamic Games and Applications, Springer, vol. 12(2), pages 394-442, June.
- Javier Frutos & Víctor Gatón & Paula M. López-Pérez & Guiomar Martín-Herrán, 2022. "Investment in Cleaner Technologies in a Transboundary Pollution Dynamic Game: A Numerical Investigation," Dynamic Games and Applications, Springer, vol. 12(3), pages 813-843, September.
- Raouf Boucekkine & Giorgio Fabbri & Salvatore Federico & Fausto Gozzi & Ted Loch-Temzelides & Cristiano Ricci, 2025.
"An integral transformation approach to differential games: a climate model application,"
LIDAM Discussion Papers IRES
2025001, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Raouf Boucekkine & Giorgio Fabbri & Salvatore Federico & Fausto Gozzi & Ted Loch-Temzelides & Cristiano Ricci, 2025. "An integral transformation approach to differential games: a climate model application," Papers 2501.01749, arXiv.org.
- Engwerda, J.C., 2012. "Prospects of Tools from Differential Games in the Study Of Macroeconomics of Climate Change," Discussion Paper 2012-045, Tilburg University, Center for Economic Research.
- Engwerda, J.C. & Salmah, Y., 2010. "Necessary and Sufficient Conditions for Feedback Nash Equilibria for the Affine Quadratic Differential," Discussion Paper 2010-78, Tilburg University, Center for Economic Research.
- Engwerda, J.C. & Salmah, Y., 2010.
"Necessary and Sufficient Conditions for Feedback Nash Equilibria for the Affine Quadratic Differential,"
Discussion Paper
2010-78, Tilburg University, Center for Economic Research.
- Engwerda, J.C. & Salmah, Y., 2010. "Necessary and Sufficient Conditions for Feedback Nash Equilibria for the Affine Quadratic Differential," Other publications TiSEM 4be56827-dca1-42c3-8872-6, Tilburg University, School of Economics and Management.
- Tasneem, Dina & Engle-Warnick, Jim & Benchekroun, Hassan, 2017.
"An experimental study of a common property renewable resource game in continuous time,"
Journal of Economic Behavior & Organization, Elsevier, vol. 140(C), pages 91-119.
- Dina Tasneem & Jim Engle-Warnick & Hassan Benchekroun, 2014. "An Experimental Study of a Common Property Renewable Resource Game in Continuous Time," CIRANO Working Papers 2014s-09, CIRANO.
- Engwerda, Jacob, 2017. "Stabilization of an Uncertain Simple Fishery Management Game," Discussion Paper 2017-031, Tilburg University, Center for Economic Research.
- Engwerda, J.C. & Salmah, Y., 2010.
"Feedback Nash Equilibria for Linear Quadratic Descriptor Differential Games,"
Discussion Paper
2010-79, Tilburg University, Center for Economic Research.
- Engwerda, J.C. & Salmah, Y., 2010. "Feedback Nash Equilibria for Linear Quadratic Descriptor Differential Games," Other publications TiSEM 8765590b-2ed9-4bef-8270-e, Tilburg University, School of Economics and Management.
- Engwerda, J.C., 2012.
"Prospects of Tools from Differential Games in the Study Of Macroeconomics of Climate Change,"
Discussion Paper
2012-045, Tilburg University, Center for Economic Research.
- Engwerda, J.C., 2012. "Prospects of Tools from Differential Games in the Study Of Macroeconomics of Climate Change," Other publications TiSEM cac36d07-227b-4cf2-83cb-7, Tilburg University, School of Economics and Management.
- Engwerda, Jacob, 2017.
"Stabilization of an Uncertain Simple Fishery Management Game,"
Discussion Paper
2017-031, Tilburg University, Center for Economic Research.
- Engwerda, Jacob, 2017. "Stabilization of an Uncertain Simple Fishery Management Game," Other publications TiSEM 3823c5f7-1ade-4bd2-bcb8-e, Tilburg University, School of Economics and Management.
- Anna Castañer & Jesús Marín-Solano & Carmen Ribas, 2021. "A time consistent dynamic bargaining procedure in differential games with hterogeneous discounting," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 93(3), pages 555-584, June.
- Niko Jaakkola & Florian Wagener, 2020.
"All symmetric equilibria in differential games with public goods,"
Tinbergen Institute Discussion Papers
20-020/II, Tinbergen Institute.
- Niko Jaakkola & Florian Wagener & Florian O.O. Wagener, 2020. "All Symmetric Equilibria in Differential Games with Public Goods," CESifo Working Paper Series 8246, CESifo.
- Chen Ling & Michael Caputo, 2012.
"The Envelope Theorem for Locally Differentiable Nash Equilibria of Discounted and Autonomous Infinite Horizon Differential Games,"
Dynamic Games and Applications, Springer, vol. 2(3), pages 313-334, September.
- Micahel Caputo & Chen Ling, 2011. "The Envelope Theorem for Locally Differentiable Nash Equilibria of Discounted and Autonomous Infinite Horizon Differential Games," Working Papers 2011-06, University of Central Florida, Department of Economics.
- Yiyong Cai & Warwick McKibbin, 2015.
"Uncertainty and International Climate Change Negotiations,"
Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 1(1), pages 101-115, March.
- Yiyong Cai & Warwick J. McKibbin, 2013. "Uncertainty and International Climate Change Negotiations," CAMA Working Papers 2013-13, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
More about this item
Keywords
Linear quadratic differential games; Linear feedback Nash equilibria; Coupled algebraic Riccati equations; Deterministic uncertainty;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:dyngam:v:12:y:2022:i:4:d:10.1007_s13235-021-00421-z. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.