Matlab code for limit of a Nash linear quadratic two-player dynamic game

Thomas Sargent

QM&RBC Codes from Quantitative Macroeconomics & Real Business Cycles

Abstract: This program computes the limit of a Nash linear quadratic two-player dynamic game. The program constructs the Nash feedback equilibrium by iterating on the pair of Ricatti equations corresponding to the two player's problem.

Language: Matlab
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https://dge.repec.org/codes/sargent/nash.m program code (application/x-matlab)
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Persistent link: https://EconPapers.repec.org/RePEc:dge:qmrbcd:28

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