Genetic algorithm for closed-loop equilibrium of high-order linear-quadratic dynamic games
Please cite this item using this persistent URLhttp://hdl.handle.net/11693/11163
Mathematics and Computers in Simulation
- Department of Management 
In this paper, we implement an adaptive search algorithm, genetic algorithm to derive closed-loop Nash equilibria for linear-quadratic dynamic games. The computation of these equilibria is quite difficult to deal with analytically and numerically. Our strategy is to search over all rime-invariant strategies depending only on the current value of the state. Also provided are some evidences which show the success of the algorithm. (C) 2000 IMACS. Published by Elsevier Science B.V. All rights reserved.
Özyıldırım, S. (2000). Genetic algorithm for closed-loop equilibrium of high-order linear–quadratic dynamic games. Mathematics and computers in simulation, 53(3), 139-147.