Neck, Reinhard; Behrens, Doris A. - Society for Computational Economics - SCE - 2000
We present the algorithm OPTGAME 2.0 to solve N-person discrete-time LQ games exactly, and discrete-time non-linear quadratic games approximately by means of an appropriate linearization procedure, where N2. I.e., the objective function is assumed to be quadratic in the deviations of states and...