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Matlab code for Nash feedback equilibrium of a linear quadratic dynamic game

Author

Listed:
  • Thomas Sargent

    (New York University)

Programming Language

Matlab

Abstract

This program computes the Nash feedback equilibrium of a linear quadratic dynamic game. Each of two players solves a linear quadratic optimization problem, taking as given and known the sequence of linear feedback rules used by his opponent. The particular game analyzed is a price-quantity setting game suggested by Ken Judd.

Suggested Citation

  • Thomas Sargent, "undated". "Matlab code for Nash feedback equilibrium of a linear quadratic dynamic game," QM&RBC Codes 25, Quantitative Macroeconomics & Real Business Cycles.
    • Handle: RePEc:dge:qmrbcd:25
    as

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    File URL: https://dge.repec.org/codes/sargent/judd.m
    File Function: program code
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    More about this item

    Keywords

    Matlab;

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