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. Jump Equilibria in Public-Good Differential Games with a Single State Variable

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

    jacob engwerda

  3. 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

  4. Jump Equilibria in Public-Good Differential Games with a Single State Variable

    Article • SSRN Electronic Journal, January 2021, Elsevier

    jacob engwerda

  5. 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

  6. 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

  7. 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

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

    Article • SSRN Electronic Journal, January 2019, Elsevier

    jacob engwerda, jacob engwerda

  9. Stabilization of an uncertain simple fishery management game

    Article • Fisheries Research, July 2018, Elsevier

    jacob engwerda, jacob engwerda

  10. 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

  11. 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

  12. 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

  13. 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

  14. Stabilization of an Uncertain Simple Fishery Management Game

    Article • SSRN Electronic Journal, January 2017, Elsevier

    jacob engwerda, jacob engwerda

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

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

    jacob engwerda, jacob engwerda

  16. Strategic Interaction Between Government and Central Bank in Framework of Cooperative and Non-Cooperative Games

    Article • Journal of Research in Economic Modeling, September 2016, CASRP: Center of Advanced Scientific Research and Publications

    jacob engwerda

  17. 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

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

    Article • Automatica, July 2016, Elsevier

    jacob engwerda, jacob engwerda

  19. 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

  20. 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

  21. Debt Stabilization and Debt Mutualization in a Monetary Union with Endogenous Risk Premia

    Article • SSRN Electronic Journal, January 2015, Elsevier

    jacob engwerda

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

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

    jacob engwerda, jacob engwerda

  23. 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

  24. 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

  25. Interactions Between Fiscal and Monetary Authorities in a Three-Country New-Keynesian Model of a Monetary Union

    Article • January 2014, Springer Science + Business Media

    jacob engwerda

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

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

    jacob engwerda, jacob engwerda

  27. Debt stabilization games in the presence of risk premia

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

    jacob engwerda, jacob engwerda

  28. Feedback saddle point equilibria for soft-constrained zero-sum linear quadratic descriptor differential game

    Article • Archives of Control Sciences, December 2013, De Gruyter

    jacob engwerda

  29. Pareto optimality in infinite horizon linear quadratic differential games

    Article • Automatica, June 2013, Elsevier

    jacob engwerda, jacob engwerda

  30. 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

  31. The Interval Market Model in Mathematical Finance

    Article • January 2013, Springer Science + Business Media

    jacob engwerda, jacob engwerda

  32. A Numerical Algorithm to Find All Scalar Feedback Nash Equilibria

    Article • SSRN Electronic Journal, January 2013, Elsevier

    jacob engwerda

  33. 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

  34. Optimal Hedging Under Robust-Cost Constraints

    Article • September 2012, Springer Science + Business Media

    jacob engwerda, jacob engwerda

  35. A simulation study of an ASEAN monetary union

    Article • Economic Modelling, September 2012, Elsevier

    jacob engwerda, jacob engwerda

  36. Feedback Nash equilibria for linear quadratic descriptor differential games

    Article • Automatica, April 2012, Elsevier

    jacob engwerda, jacob engwerda

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

    Article • IFAC Proceedings Volumes, January 2012, Elsevier

    jacob engwerda, jacob engwerda

  38. Open-Loop Nash Equilibria in the Non-Cooperative Infinite-Planning Horizon LQ Game

    Article • SSRN Electronic Journal, January 2012, Elsevier

    jacob engwerda

  39. Debt Stabilization Games in the Presence of Risk Premia

    Article • SSRN Electronic Journal, January 2012, Elsevier

    jacob engwerda

  40. 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

  41. 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

  42. 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

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

    Article • SSRN Electronic Journal, January 2011, Elsevier

    jacob engwerda

  44. 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

  45. Feedback Nash Equilibria for Linear Quadratic Descriptor Differential Games

    Article • SSRN Electronic Journal, January 2010, Elsevier

    jacob engwerda

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

    Article • SSRN Electronic Journal, January 2010, Elsevier

    jacob engwerda

  47. Feedback Nash Equilibria for Descriptor Differential Games Using Matrix Projectors

    Article • SSRN Electronic Journal, January 2010, Elsevier

    jacob engwerda

  48. A Simulation Study of an ASEAN Monetary Union

    Article • SSRN Electronic Journal, January 2010, Elsevier

    jacob engwerda

  49. 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

  50. 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

  51. 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

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

    Article • Automatica, February 2009, Elsevier

    jacob engwerda, jacob engwerda

  53. Linear Quadratic Differential Games: An Overview

    Article • January 2009, Springer Science + Business Media

    jacob engwerda, jacob engwerda

  54. Strategic Interactions between Fiscal and Monetary Authorities in a Multi-Country New-Keynesian Model of a Monetary Union

    Article • SSRN Electronic Journal, January 2009, Elsevier

    jacob engwerda

  55. The Open-Loop Discounted Linear Quadratic Differential Game for Regular Higher Order Index Descriptor Systems

    Article • SSRN Electronic Journal, January 2009, Elsevier

    jacob engwerda

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

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

    jacob engwerda, jacob engwerda

  57. The regular convex cooperative linear quadratic control problem

    Article • Automatica, September 2008, Elsevier

    jacob engwerda, jacob engwerda

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

    Article • Automatica, February 2008, Elsevier

    jacob engwerda, jacob engwerda

  59. A result on output feedback linear quadratic control

    Article • Automatica, January 2008, Elsevier

    jacob engwerda, jacob engwerda

  60. The Open-Loop Linear Quadratic Differential Game for Index One Descriptor Systems

    Article • SSRN Electronic Journal, January 2008, Elsevier

    jacob engwerda

  61. The Open-Loop Linear Quadratic Differential Game for index one Descriptor Systems

    Article • IFAC Proceedings Volumes, January 2008, Elsevier

    jacob engwerda

  62. The Optimal Linear Quadratic Feedback State Regulator Problem for Index One Descriptor Systems

    Article • SSRN Electronic Journal, January 2008, Elsevier

    jacob engwerda

  63. 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

  64. Necessary and Sufficient Conditions for Solving Cooperative Differential Games

    Article • SSRN Electronic Journal, January 2007, Elsevier

    jacob engwerda

  65. Algorithms for computing Nash equilibria in deterministic LQ games

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

    jacob engwerda, jacob engwerda

  66. 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

  67. 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

  68. 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

  69. Algorithms for Computing Nash Equilibria in Deterministic LQ Games

    Article • SSRN Electronic Journal, January 2006, Elsevier

    jacob engwerda

  70. Dynamic Modeling of Monetary and Fiscal Cooperation Among Nations

    Article • January 2006, Springer Science + Business Media

    jacob engwerda

  71. COHERENT ACCEPTABILITY MEASURES IN MULTIPERIOD MODELS

    Article • Mathematical Finance, October 2005, Wiley

    jacob engwerda, jacob engwerda

  72. Macroeconomic Stabilization Policies in the Emu: Spillovers, Asymmetries, and Institutions

    Article • SSRN Electronic Journal, January 2005, Elsevier

    jacob engwerda

  73. Uniqueness Conditions for the Infinite-Planning Horizon Open-Loop Linear Quadratic Differential Game

    Article • SSRN Electronic Journal, January 2005, Elsevier

    jacob engwerda

  74. The Open-Loop Linear Quadratic Differential Game Revisited

    Article • SSRN Electronic Journal, January 2005, Elsevier

    jacob engwerda

  75. A Numerical Algorithm to Find Soft-Constrained Nash Equilibria in Scalar LQ-Games

    Article • SSRN Electronic Journal, January 2004, Elsevier

    jacob engwerda

  76. 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

  77. 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

  78. 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

  79. An equivalence result in linear-quadratic theory

    Article • Automatica, February 2003, Elsevier

    jacob engwerda, jacob engwerda

  80. Coalitional Behavior in an Open-Loop LQ-Differential Game for the EMU

    Article • January 2003, Elsevier

    jacob engwerda

  81. Soft-Constrained Feedback Nash Equilibria

    Article • January 2003, Elsevier

    jacob engwerda

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

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

    jacob engwerda, jacob engwerda

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

    jacob engwerda, jacob engwerda

  84. Coalitional Behavior in an Open-Loop Lq-Differential Game for the EMU

    Article • IFAC Proceedings Volumes, September 2001, Elsevier

    jacob engwerda

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

    jacob engwerda, jacob engwerda

  86. Monetary and Fiscal Policy Interaction in the Emu: A Dynamic Game Approach

    Article • SSRN Electronic Journal, January 2001, Elsevier

    jacob engwerda

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

    Article • Automatica, January 2000, Elsevier

    jacob engwerda, jacob engwerda

  88. 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

  89. Monetary and Fiscal Policy Design Under Emu: A Dynamic Game Approach

    Article • SSRN Electronic Journal, January 2000, Elsevier

    jacob engwerda

  90. 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

  91. 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

  92. Strategic behavior and noncooperative hierarchical control

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

    jacob engwerda, jacob engwerda

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

    jacob engwerda, jacob engwerda

  94. 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

  95. On Scalar Feedback Nash Equilibria in the Infinite Horizon LQ-Game

    Article • IFAC Proceedings Volumes, June 1998, Elsevier

    jacob engwerda

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

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

    jacob engwerda, jacob engwerda

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

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

    jacob engwerda, jacob engwerda

  98. On the Open-loop Nash Equilibrium in LQ-games

    Article • SSRN Electronic Journal, January 1997, Elsevier

    jacob engwerda

  99. 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

  100. 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

  101. 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

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

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

    jacob engwerda, jacob engwerda

  103. 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

  104. 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

  105. Admissible target paths in economic models

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

    jacob engwerda, jacob engwerda

  106. 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

  107. Comments on "Stabilizability and detectability of discrete-time time-varying systems" by J.C. Engwerda [with reply]

    Article • IEEE Transactions on Automatic Control, August 1992, Institute of Electrical & Electronics Engineers (IEEE)

    jacob engwerda

  108. 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

  109. 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

  110. Existence of (cheap) minimal norm controllers

    Article • International Journal of Control, September 1989, Taylor & Francis

    jacob engwerda

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

    Article • Automatica, March 1989, Elsevier

    jacob engwerda, jacob engwerda

  112. Control aspects of linear discrete time-varying systems

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

    jacob engwerda, jacob engwerda

  113. 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

  114. Staying Together or Breaking Apart: Policy-Makers' Endogenous Coalition Formation in the European Economic and Monetary Union

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Professor Giovanni Di Bartolomeo, jacob engwerda

  115. On the Sensitivity Matrix of the Nash Bargaining Solution

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Rudy Douven, jacob engwerda

  116. A Result on Output Feedback Linear Quadratic Control

    Article • SSRN Electronic Journal, Elsevier

    jacob engwerda

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

    Article • Institute of Electrical & Electronics Engineers (IEEE)

    jacob engwerda, jacob engwerda