Engwerda, J.C. - CentER for Economic Research, Universiteit van Tilburg - 1999
In this paper we analyse the set of scalar algebraic Riccati equations (ARE) that play an important role in finding feedback Nash equilibria of the scalar N-player linear-quadratic differential game. We show that in general there exist maximal 2N-1 solutions of the (ARE) that give rise to a Nash...
