Robust Equilibria in Indefinite Linear-Quadratic Differential Games
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DOI: 10.1023/B:JOTA.0000006690.78564.88
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- 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.
References listed on IDEAS
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Cited by:
- Engwerda, J.C., 2013.
"A Numerical Algorithm to find All Scalar Feedback Nash Equilibria,"
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- 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.
- I. Ivanov & Lars Imsland & B. Bogdanova, 2017. "Iterative algorithms for computing the feedback Nash equilibrium point for positive systems," International Journal of Systems Science, Taylor & Francis Journals, vol. 48(4), pages 729-737, March.
- Engwerda, J.C. & Salmah, Y., 2010.
"Feedback Nash Equilibria for Linear Quadratic Descriptor Differential Games,"
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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. & Salmah, Y., 2010.
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4be56827-dca1-42c3-8872-6, Tilburg University, School of Economics and Management.
- 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.
- 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., 2004.
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7a3232f4-ef03-4cc7-a438-e, Tilburg University, School of Economics and Management.
- Engwerda, J.C., 2005. "A Numerical Algorithm to find Soft-Constrained Nash Equilibria in Scalar LQ-Games," Discussion Paper 2005-33, Tilburg University, Center for Economic Research.
- Engwerda, J.C., 2005. "A Numerical Algorithm to find Soft-Constrained Nash Equilibria in Scalar LQ-Games," Other publications TiSEM 69d5c8c9-7a12-406e-b324-0, Tilburg University, School of Economics and Management.
- Engwerda, Jacob, 2017.
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- 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.
- 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.
- Muhammad Wakhid Musthofa & Salmah & Jacob Engwerda & Ari Suparwanto, 2016. "Robust Optimal Control Design Using a Differential Game Approach for Open-Loop Linear Quadratic Descriptor Systems," Journal of Optimization Theory and Applications, Springer, vol. 168(3), pages 1046-1064, March.
- Engwerda, J.C., 2012.
"Prospects of Tools from Differential Games in the Study Of Macroeconomics of Climate Change,"
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- 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.
- Jacob Engwerda, 2022. "Min-Max Robust Control in LQ-Differential Games," Dynamic Games and Applications, Springer, vol. 12(4), pages 1221-1279, December.
- Engwerda, J.C., 2005.
"Uncertainty in a Fishery Management Game,"
Other publications TiSEM
79d94d3b-4953-4511-9674-f, Tilburg University, School of Economics and Management.
- Engwerda, J.C., 2005. "Uncertainty in a Fishery Management Game," Discussion Paper 2005-36, Tilburg University, Center for Economic Research.
- Bingyan Han & Chi Seng Pun & Hoi Ying Wong, 2023. "Robust Time-inconsistent Linear-Quadratic Stochastic Controls: A Stochastic Differential Game Approach," Papers 2306.16982, arXiv.org, revised Sep 2024.
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Keywords
Feedback Nash equilibrium; robust design; linear-quadratic differential games; soft-constrained differential games; risk sensitivity;All these keywords.
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