Matlab code for Nash feedback equilibrium of a linear quadratic dynamic game
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.
|Date of creation:|
|Date of revision:|
|Contact details of provider:|| Postal: P.O. Box 442, St. Louis, MO 63166|
Web page: http://dge.repec.org/
More information through EDIRC
When requesting a correction, please mention this item's handle: RePEc:dge:qmrbcd:25. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christian Zimmermann)
If references are entirely missing, you can add them using this form.