出版社：Faculdad de Ciencias Económicas, Universidad de Buenos Aires
摘要：We present an algorithm to analytically solve two-person affine-quadratic difference
games, and to numerically calculate non-linear quadratic difference games using an appropriate
local linearization procedure for a time-structure relevant for economic modeling. The numerical
approximation and the derivation of different solutions of the “underlying affine-quadratic
dynamic games” are explained; in particular, we determine open-loop and feedback Nash and
Stackelberg equilibrium and Pareto-optimal solutions.
