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

Thomas Sargent

QM&RBC Codes from Quantitative Macroeconomics & Real Business Cycles

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.

Language: Matlab
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https://dge.repec.org/codes/sargent/judd.m program code (application/x-matlab)
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Persistent link: https://EconPapers.repec.org/RePEc:dge:qmrbcd:25

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