All Stories

  1. Min-Max Robust Control in LQ-Differential Games

    Article • Dynamic Games and Applications, January 2022, Springer Science + Business Media

    jacob engwerda, jacob engwerda

  2. Numerical Simulation of Non-cooperative and Cooperative Equilibrium Solutions for a Stochastic Government Debt Stabilization Game

    Article • Computational Economics, March 2021, Springer Science + Business Media

    jacob engwerda, jacob engwerda

  3. Measuring Impact of Uncertainty in a Stylized Macroeconomic Climate Model within a Dynamic Game Perspective

    Article • Energies, January 2020, MDPI AG

    jacob engwerda, jacob engwerda

  4. Analysis of Optimal Control Problems for Hybrid Systems with One State Variable

    Article • SIAM Journal on Control and Optimization, January 2020, Society for Industrial & Applied Mathematics (SIAM)

    jacob engwerda, jacob engwerda

  5. Debt stabilization games in a monetary union: What are the effects of introducing eurobonds?

    Article • Journal of Macroeconomics, March 2019, Elsevier

    jacob engwerda, jacob engwerda

  6. Analysis of Optimal Control Problems for Hybrid Systems with One State Variable

    Article • SSRN Electronic Journal, January 2019, Elsevier

    jacob engwerda, jacob engwerda

  7. Stabilization of an uncertain simple fishery management game

    Article • Fisheries Research, July 2018, Elsevier

    jacob engwerda, jacob engwerda

  8. Effects of debt mutualization in a monetary union with endogenous risk premia: Can Eurobonds contribute to debt stabilization?

    Article • Structural Change and Economic Dynamics, March 2018, Elsevier

    jacob engwerda, jacob engwerda

  9. DEBT STABILIZATION IN THE PRESENCE OF ENDOGENOUS RISK PREMIA: A DYNAMIC GAME APPROACH

    Article • Macroeconomic Dynamics, January 2018, Cambridge University Press

    jacob engwerda, jacob engwerda

  10. Measuring Impact of Uncertainty in a Stylized Macro-Economic Climate Model within a Dynamic Game Perspective

    Article • SSRN Electronic Journal, January 2018, Elsevier

    jacob engwerda, jacob engwerda

  11. Measuring impact of uncertainty in a stylized macro-economic climate model within a dynamic game perspective

    Article • IFAC-PapersOnLine, January 2018, Elsevier

    jacob engwerda, jacob engwerda

  12. Stabilization of an Uncertain Simple Fishery Management Game

    Article • SSRN Electronic Journal, January 2017, Elsevier

    jacob engwerda, jacob engwerda

  13. Robust open-loop Nash equilibria in the noncooperative LQ game revisited

    Article • Optimal Control Applications and Methods, November 2016, Wiley

    jacob engwerda, jacob engwerda

  14. A Numerical Algorithm to Calculate the Unique Feedback Nash Equilibrium in a Large Scalar LQ Differential Game

    Article • Dynamic Games and Applications, July 2016, Springer Science + Business Media

    jacob engwerda, jacob engwerda

  15. Properties of feedback Nash equilibria in scalar LQ differential games

    Article • Automatica, July 2016, Elsevier

    jacob engwerda, jacob engwerda

  16. A Numerical Algorithm to Find All Feedback Nash Equilibria in Scalar Affine Quadratic Differential Games

    Article • IEEE Transactions on Automatic Control, November 2015, Institute of Electrical & Electronics Engineers (IEEE)

    jacob engwerda, jacob engwerda

  17. Robust Optimal Control Design Using a Differential Game Approach for Open-Loop Linear Quadratic Descriptor Systems

    Article • Journal of Optimization Theory and Applications, May 2015, Springer Science + Business Media

    jacob engwerda, jacob engwerda

  18. Optimal Management with Hybrid Dynamics—The Shallow Lake Problem

    Article • January 2015, Springer Science + Business Media

    jacob engwerda

  19. Economic Growth and Choice of Energy: A Simplistic Strategic Approach

    Article • Environmental Modeling & Assessment, December 2014, Springer Science + Business Media

    jacob engwerda, jacob engwerda

  20. Necessary and Sufficient Conditions for Pareto Optimality in Infinite Horizon Cooperative Differential Games

    Article • IEEE Transactions on Automatic Control, September 2014, Institute of Electrical & Electronics Engineers (IEEE)

    jacob engwerda, jacob engwerda

  21. Open-loop Nash equilibria in the non-cooperative infinite-planning horizon LQ game

    Article • Journal of the Franklin Institute, May 2014, Elsevier

    jacob engwerda, jacob engwerda

  22. A numerical algorithm to find all scalar feedback Nash equilibria

    Article • December 2013, Institute of Electrical & Electronics Engineers (IEEE)

    jacob engwerda, jacob engwerda

  23. Debt stabilization games in the presence of risk premia

    Article • Journal of Economic Dynamics and Control, December 2013, Elsevier

    jacob engwerda, jacob engwerda

  24. Pareto optimality in infinite horizon linear quadratic differential games

    Article • Automatica, June 2013, Elsevier

    jacob engwerda, jacob engwerda

  25. Feedback Properties of Descriptor Systems Using Matrix Projectors and Applications to Descriptor Differential Games

    Article • SIAM Journal on Matrix Analysis and Applications, January 2013, Society for Industrial & Applied Mathematics (SIAM)

    jacob engwerda, jacob engwerda

  26. The Interval Market Model in Mathematical Finance

    Article • January 2013, Springer Science + Business Media

    jacob engwerda, jacob engwerda

  27. Necessary and Sufficient Conditions for Feedback Nash Equilibria for the Affine-Quadratic Differential Game

    Article • Journal of Optimization Theory and Applications, October 2012, Springer Science + Business Media

    jacob engwerda, jacob engwerda

  28. Appendix: Proofs

    Article • September 2012, Springer Science + Business Media

    jacob engwerda

  29. Fair Price Intervals

    Article • September 2012, Springer Science + Business Media

    jacob engwerda

  30. Introduction

    Article • September 2012, Springer Science + Business Media

    jacob engwerda

  31. Introduction

    Article • September 2012, Springer Science + Business Media

    jacob engwerda

  32. Optimal Hedging Under Robust-Cost Constraints

    Article • September 2012, Springer Science + Business Media

    jacob engwerda, jacob engwerda

  33. A simulation study of an ASEAN monetary union

    Article • Economic Modelling, September 2012, Elsevier

    jacob engwerda, jacob engwerda

  34. Feedback Nash equilibria for linear quadratic descriptor differential games

    Article • Automatica, April 2012, Elsevier

    jacob engwerda, jacob engwerda

  35. Open-Loop Nash Equilibria in the Non-cooperative Infinite-planning Horizon LQ Game

    Article • IFAC Proceedings Volumes, January 2012, Elsevier

    jacob engwerda, jacob engwerda

  36. The (multi-player) linear quadratic state feedback control problem for index one descriptor systems

    Article • Journal of the Franklin Institute, December 2011, Elsevier

    jacob engwerda, jacob engwerda

  37. The open-loop zero-sum linear quadratic differential game for index one descriptor systems

    Article • November 2011, Institute of Electrical & Electronics Engineers (IEEE)

    jacob engwerda, jacob engwerda

  38. A Numerical Toolbox to Solve N-Player Affine LQ Open-Loop Differential Games

    Article • Computational Economics, February 2011, Springer Science + Business Media

    jacob engwerda, jacob engwerda

  39. A Positioning of Cooperative Differential Games

    Article • January 2011, Institute for Computer Sciences, Social Informatics and Telecommunications Engineering (ICST)

    jacob engwerda

  40. Necessary and Sufficient Conditions for Pareto Optimal Solutions of Cooperative Differential Games

    Article • SIAM Journal on Control and Optimization, January 2010, Society for Industrial & Applied Mathematics (SIAM)

    jacob engwerda, jacob engwerda

  41. The open-loop discounted linear quadratic differential game for regular higher order index descriptor systems

    Article • International Journal of Control, October 2009, Taylor & Francis

    jacob engwerda, jacob engwerda

  42. The (multi-player) linear quadratic state feedback control problem for index one descriptor systems

    Article • August 2009, Institute of Electrical & Electronics Engineers (IEEE)

    jacob engwerda, jacob engwerda

  43. Analysis of a monetary union enlargement in the framework of linear-quadratic differential games

    Article • International Economics and Economic Policy, June 2009, Springer Science + Business Media

    jacob engwerda, jacob engwerda

  44. The open-loop linear quadratic differential game for index one descriptor systems

    Article • Automatica, February 2009, Elsevier

    jacob engwerda, jacob engwerda

  45. Linear Quadratic Differential Games: An Overview

    Article • January 2009, Springer Science + Business Media

    jacob engwerda, jacob engwerda

  46. On the matrix inequality (I + X)−1 ≤ I

    Article • Linear and Multilinear Algebra, September 2008, Taylor & Francis

    jacob engwerda, jacob engwerda

  47. The regular convex cooperative linear quadratic control problem

    Article • Automatica, September 2008, Elsevier

    jacob engwerda, jacob engwerda

  48. Uniqueness conditions for the affine open-loop linear quadratic differential game

    Article • Automatica, February 2008, Elsevier

    jacob engwerda, jacob engwerda

  49. A result on output feedback linear quadratic control

    Article • Automatica, January 2008, Elsevier

    jacob engwerda, jacob engwerda

  50. On the sensitivity matrix of the Nash bargaining solution

    Article • International Journal of Game Theory, October 2007, Springer Science + Business Media

    Rudy Douven, jacob engwerda, jacob engwerda

  51. Algorithms for computing Nash equilibria in deterministic LQ games

    Article • Computational Management Science, November 2006, Springer Science + Business Media

    jacob engwerda, jacob engwerda

  52. MACROECONOMIC STABILIZATION POLICIES IN THE EMU: SPILLOVERS, ASYMMETRIES AND INSTITUTIONS

    Article • Scottish Journal of Political Economy, August 2006, Wiley

    Professor Giovanni Di Bartolomeo, jacob engwerda, jacob engwerda

  53. A numerical algorithm to find soft-constrained Nash equilibria in scalar LQ-games

    Article • International Journal of Control, June 2006, Taylor & Francis

    jacob engwerda, jacob engwerda

  54. Staying together or breaking apart: policy-makers’ endogenous coalitions formation in the European Economic and Monetary Union

    Article • Computers & Operations Research, February 2006, Elsevier

    Professor Giovanni Di Bartolomeo, jacob engwerda, jacob engwerda

  55. COHERENT ACCEPTABILITY MEASURES IN MULTIPERIOD MODELS

    Article • Mathematical Finance, October 2005, Wiley

    jacob engwerda, jacob engwerda

  56. Policymakers’ Coalitions and Stabilization Policies in the EMU

    Article • Journal of Economics, December 2003, Springer Science + Business Media

    Professor Giovanni Di Bartolomeo, jacob engwerda, jacob engwerda

  57. Robust Equilibria in Indefinite Linear-Quadratic Differential Games

    Article • Journal of Optimization Theory and Applications, December 2003, Springer Science + Business Media

    jacob engwerda, jacob engwerda

  58. Solving the scalar feedback nash algebraic riccati equations: an eigenvector approach

    Article • IEEE Transactions on Automatic Control, May 2003, Institute of Electrical & Electronics Engineers (IEEE)

    jacob engwerda, jacob engwerda

  59. An equivalence result in linear-quadratic theory

    Article • Automatica, February 2003, Elsevier

    jacob engwerda, jacob engwerda

  60. Cooperative and non-cooperative fiscal stabilization policies in the EMU

    Article • Journal of Economic Dynamics and Control, March 2002, Elsevier

    jacob engwerda, jacob engwerda

  61. Article • Open Economies Review, January 2002, Springer Science + Business Media

    jacob engwerda, jacob engwerda

  62. Article • Annals of Operations Research, January 2002, Springer Science + Business Media

    jacob engwerda

  63. Article • Open Economies Review, January 2001, Springer Science + Business Media

    jacob engwerda, jacob engwerda

  64. Feedback Nash equilibria in the scalar infinite horizon LQ-game

    Article • Automatica, January 2000, Elsevier

    jacob engwerda, jacob engwerda

  65. The solution set of the N-player scalar feedback Nash algebraic Riccati equations

    Article • IEEE Transactions on Automatic Control, January 2000, Institute of Electrical & Electronics Engineers (IEEE)

    jacob engwerda, jacob engwerda

  66. On the solution set of the scalar feedback Nash algebraic Riccati equations

    Article • August 1999, Institute of Electrical & Electronics Engineers (IEEE)

    jacob engwerda, jacob engwerda

  67. Asymptotic Analysis of Linear Feedback Nash Equilibria in Nonzero-Sum Linear-Quadratic Differential Games

    Article • Journal of Optimization Theory and Applications, June 1999, Springer Science + Business Media

    jacob engwerda, jacob engwerda

  68. Strategic behavior and noncooperative hierarchical control

    Article • Journal of Economic Dynamics and Control, February 1999, Elsevier

    jacob engwerda, jacob engwerda

  69. Article • Annals of Operations Research, January 1999, Springer Science + Business Media

    jacob engwerda, jacob engwerda

  70. Computational aspects of the open-loop Nash equilibrium in linear quadratic games

    Article • Journal of Economic Dynamics and Control, July 1998, Elsevier

    jacob engwerda, jacob engwerda

  71. On the open-loop Nash equilibrium in LQ-games

    Article • Journal of Economic Dynamics and Control, May 1998, Elsevier

    jacob engwerda, jacob engwerda

  72. The infinite horizon open-loop Nash LQ-game

    Article • July 1997, Institute of Electrical & Electronics Engineers (IEEE)

    jacob engwerda, jacob engwerda

  73. Square indefinite LQ-problem: Existence of a unique solution

    Article • Journal of Optimization Theory and Applications, September 1996, Springer Science + Business Media

    jacob engwerda, jacob engwerda

  74. Optimal sampling-rates and tracking properties of digital LQ and LQG tracking controllers for systems with an exogenous component and costs associated to sampling

    Article • Computational Economics, May 1995, Springer Science + Business Media

    jacob engwerda, jacob engwerda

  75. Output deadbeat control using state feedback of discrete-time multivariable systems

    Article • International Journal of Systems Science, April 1995, Taylor & Francis

    jacob engwerda, jacob engwerda

  76. Is there room for convergence in the E.C.?

    Article • European Journal of Political Economy, March 1995, Elsevier

    jacob engwerda, jacob engwerda

  77. Calculation of an approximate solution of the infinite time-varying LQ-problem

    Article • IEEE Transactions on Automatic Control, January 1994, Institute of Electrical & Electronics Engineers (IEEE)

    jacob engwerda, jacob engwerda

  78. On the existence of a positive definite solution of the matrix equation X+ATX−1A= I

    Article • Linear Algebra and its Applications, November 1993, Elsevier

    jacob engwerda, jacob engwerda

  79. Admissible target paths in economic models

    Article • Journal of Economic Dynamics and Control, July 1993, Elsevier

    jacob engwerda, jacob engwerda

  80. Necessary and sufficient conditions for the existence of a positive definite solution of the matrix equation X +A∗X-1A = Q

    Article • Linear Algebra and its Applications, June 1993, Elsevier

    jacob engwerda, jacob engwerda

  81. Stabilizability and detectability of discrete-time time-varying systems

    Article • IEEE Transactions on Automatic Control, April 1990, Institute of Electrical & Electronics Engineers (IEEE)

    jacob engwerda, jacob engwerda

  82. The solution of the infinite horizon tracking problem for discrete time systems possessing an exogenous component

    Article • Journal of Economic Dynamics and Control, January 1990, Elsevier

    jacob engwerda, jacob engwerda

  83. On the choice of weighting matrices in the minimum variance controller

    Article • Automatica, March 1989, Elsevier

    jacob engwerda, jacob engwerda

  84. Control aspects of linear discrete time-varying systems

    Article • International Journal of Control, October 1988, Taylor & Francis

    jacob engwerda, jacob engwerda

  85. On the set of obtainable reference trajectories using minimum variance control

    Article • Journal of Economics, September 1988, Springer Science + Business Media

    jacob engwerda, jacob engwerda

  86. Uniqueness conditions for the infinite-planning horizon Open-Loop Linear Quadratic Differential Game.

    Article • Institute of Electrical & Electronics Engineers (IEEE)

    jacob engwerda, jacob engwerda

  87. Tracking strategies for asymptotically admissible target paths in economic models

    Article • Springer Science + Business Media

    jacob engwerda