Jacob C. Engwerda

retiree

Dr.

P.O. Box 90153

Tilburg, 5000 LE

Netherlands

SCHOLARLY PAPERS

38

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Top 19,657

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3,096

SSRN CITATIONS
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Top 17,854

in Total Papers Citations

6

CROSSREF CITATIONS

54

Scholarly Papers (38)

1.

Linear Quadratic Games: An Overview

CentER Discussion Paper Series No. 2006-110
Number of pages: 31 Posted: 24 Nov 2006
Jacob C. Engwerda
retiree
Downloads 380 (95,493)
Citation 2

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linear-quadratic games, Nash equilibrium, affine systems, solvability conditions, Riccati equations

2.

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

Number of pages: 44 Posted: 07 May 2001
Bas Van Aarle, Jacob C. Engwerda and Joseph Plasmans
Leuven Centre for Irish Studies LCIS, retiree and University of Antwerp - Department of Economics
Downloads 328 (112,642)
Citation 3

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3.

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

CentER Discussion Paper Series No. 2011-41, Revision of 2010-56
Number of pages: 25 Posted: 03 Jun 2010 Last Revised: 14 Apr 2011
Puduru Viswanadha Reddy and Jacob C. Engwerda
Tilburg University - Tilburg University School of Economics and Management and retiree
Downloads 251 (148,943)
Citation 3

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Pareto Efficiency, Cooperative Differential Games, Infinite Horizon Optimal Control, LQ theory

4.

On the Open-Loop Nash Equilibrium in Lq-Games

Number of pages: 30 Posted: 11 Feb 1997
Jacob C. Engwerda
retiree
Downloads 203 (182,311)
Citation 1

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

Number of pages: 38 Posted: 14 Jan 2005
University of Antwerp - Department of Economics, Sapienza University of Rome, Department of Economics and Law, retiree, Leuven Centre for Irish Studies LCIS and University of Antwerp - Department of Economics
Downloads 124 (276,033)

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Macroeconomic stabilization, EMU, coalition formation, linear quadratic differential games

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

Scottish Journal of Political Economy, Vol. 53, No. 4, pp. 461-484, September 2006
Number of pages: 24 Posted: 08 Aug 2006
University of Antwerp - Department of Economics, retiree, Leuven Centre for Irish Studies LCIS and University of Antwerp - Department of Economics
Downloads 13 (698,413)
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6.

A Simulation Study of an ASEAN Monetary Union

CentER Discussion Paper Series No. 2011-098, revision of CentER Discussion Paper Series No. 2010-100
Number of pages: 46 Posted: 04 Dec 2010 Last Revised: 02 Sep 2011
Tilburg University, CentER, retiree, affiliation not provided to SSRN, University of Antwerp - Department of Economics and Universitas Gadjah Mada (UGM)
Downloads 132 (262,273)
Citation 1

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ASEAN economic integration, monetary union, linear quadratic differential games, open-loop information structure

7.

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

CESifo Working Paper Series No. 2534
Number of pages: 32 Posted: 04 Feb 2009
Tomasz Michalak, Jacob C. Engwerda and Joseph Plasmans
University of Antwerp - Department of Economics, retiree and University of Antwerp - Department of Economics
Downloads 118 (285,007)
Citation 1

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macroeconomic stabilisation, EMU, policy coordination, linear quadratic differential games

8.

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

Number of pages: 37 Posted: 11 Oct 2002
University of Antwerp - Department of Economics, Sapienza University of Rome, Department of Economics and Law, retiree and Leuven Centre for Irish Studies LCIS
Downloads 107 (305,127)
Citation 2

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Macroeconomic Stabilization, EMU, Coalition Formation

9.

The Open-Loop Linear Quadratic Differential Game Revisited

CentER Discussion Paper No. 2005-34
Number of pages: 13 Posted: 21 Apr 2005
Jacob C. Engwerda
retiree
Downloads 100 (319,277)
Citation 4

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Linear-quadratic games, open-loop Nash equilibrium, solvability conditions, Riccati equations

10.

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

CentER Discussion Paper Series No. 2008-90
Number of pages: 20 Posted: 23 Oct 2008
Jacob C. Engwerda, Salmah and Indah Emilia Wijayanti
retiree, Universitas Gadjah Mada (UGM) and Universitas Gadjah Mada (UGM)
Downloads 94 (332,195)
Citation 2

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inear quadratic optimal control, descriptor systems, static stabilizing state feedback control

11.

A Result on Output Feedback Linear Quadratic Control

CentER Discussion Paper Series No. 2006-108
Number of pages: 11 Posted: 24 Nov 2006
Jacob C. Engwerda and Arie Weeren
retiree and University of Antwerp
Downloads 90 (341,386)

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LQ theory, Algebraic Riccati equations, Differential games

12.

Multicriteria Dynamic Optimization Problems and Cooperative Dynamic Games

CentER Discussion Paper Series No. 2007-41
Number of pages: 35 Posted: 13 Jun 2007
Jacob C. Engwerda
retiree
Downloads 71 (392,085)
Citation 1

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Dynamic Optimization, Pareto Efficiency, Cooperative Differential Games, LQ Theory, Riccati Equations, Bargaining

13.

Algorithms for Computing Nash Equilibria in Deterministic Lq Games

CentER Discussion Paper Series No. 2006-109
Number of pages: 25 Posted: 24 Nov 2006
Jacob C. Engwerda
retiree
Downloads 71 (392,085)
Citation 2

Abstract:

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Algebraic Riccati equations, linear quadratic differential games, Nash equilibria

14.

A Game Theoretic Approach to Linear Systems with L2-Bounded Disturbances

CentER Discussion Paper No. 2000-38
Number of pages: 12 Posted: 26 Oct 2000
W.A. van den Broek, Jacob C. Engwerda and J. M. Schumacher
affiliation not provided to SSRN, retiree and University of Amsterdam - Department of Quantitative Economics (KE)
Downloads 71 (392,085)

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Linear Uncertain Systems, Game Theory, Algebraic Riccati Equations

15.

Government and Central Bank Interaction Under Uncertainty: A Differential Games Approach

CentER Discussion Paper Series No. 2016-012
Number of pages: 28 Posted: 08 Apr 2016
Jacob C. Engwerda, Davoud Mahmoudinia and Rahim D. Isfahani
retiree, Isfahan University of Technology and Independent
Downloads 64 (414,161)

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Fiscal and Monetary policy Interaction, Differential game, Dynamic System, Uncertainty

16.

A Numerical Algorithm to Find Soft-Constrained Nash Equilibria in Scalar Lq-Games

CentER Discussion Paper No. 2005-33
Number of pages: 18 Posted: 21 Apr 2005
Jacob C. Engwerda
retiree
Downloads 61 (424,193)

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Linear quadratic differential games, feedback Nash equilibria, deterministic uncertainty, algebraic Ricatti equations

17.

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

CESifo Working Paper Series No. 5564
Number of pages: 23 Posted: 19 Nov 2015
Jacob C. Engwerda, Bas Van Aarle and Arie Weeren
retiree, Leuven Centre for Irish Studies LCIS and University of Antwerp
Downloads 56 (442,053)

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Eurobonds, sovereign debt sustainability, sovereign debt crisis

18.

A Note on Cooperative Linear Quadratic Control

CentER Discussion Paper Series No. 2007-15
Number of pages: 10 Posted: 13 May 2007
Jacob C. Engwerda
retiree
Downloads 55 (445,784)
Citation 4

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LQ theory, Riccati equations, Cooperative differential games, Pareto frontier

19.

Necessary and Sufficient Conditions for Solving Cooperative Differential Games

CentER Discussion Paper Series No. 2007-42
Number of pages: 15 Posted: 18 Jun 2007
Jacob C. Engwerda
retiree
Downloads 54 (449,392)
Citation 1

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Dynamic Optimization, Pareto Efficiency, Cooperative Differential Games, LQ theory

20.

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

CentER Discussion Paper Series No. 2010-78
Number of pages: 13 Posted: 30 Jul 2010
Jacob C. Engwerda and Salmah
retiree and Universitas Gadjah Mada (UGM)
Downloads 53 (453,163)
Citation 1

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linear-quadratic games, linear feedback Nash equilibrium, affine systems, solvability conditions, Riccati equations

21.

On the Matrix (I + X) -1 <= I.

CentER Discussion Paper No. 2005-120
Number of pages: 12 Posted: 15 Dec 2005
Jacob C. Engwerda
retiree
Downloads 52 (456,996)

Abstract:

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matrices

22.

On the Sensitivity Matrix of the Nash Bargaining Solution

CentER Discussion Paper No. 2006-107
Number of pages: 13 Posted: 21 Apr 2005
Jacob C. Engwerda and Rudy Douven
retiree and CPB Netherlands Bureau for Economic Policy Analysis
Downloads 51 (460,825)
Citation 1

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Nash bargaining solution; d-monotonicity; diagonally dominant Stieltjes matrix

23.

Debt Stabilization Games in the Presence of Risk Premia

CentER Discussion Paper Series No. 2012-056
Number of pages: 32 Posted: 09 Jul 2012
Jacob C. Engwerda, Bas Van Aarle, Joseph Plasmans and Arie Weeren
retiree, Leuven Centre for Irish Studies LCIS, University of Antwerp - Department of Economics and University of Antwerp
Downloads 48 (472,871)

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debt stabilization, differential games, nonlinear dynamical systems, economic dynamics

24.

Feedback Nash Equilibria for Linear Quadratic Descriptor Differential Games

CentER Discussion Paper Series No. 2010-79
Number of pages: 22 Posted: 30 Jul 2010
Jacob C. Engwerda and Salmah
retiree and Universitas Gadjah Mada (UGM)
Downloads 46 (481,195)
Citation 1

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linear-quadratic games, linear feedback Nash equilibrium, affine systems, solvability conditions, Riccati equations

25.

Prospects of Tools from Differential Games in the Study of Macroeconomics of Climate Change

CentER Discussion Paper Series No. 2012-045
Number of pages: 27 Posted: 14 Jun 2012
Jacob C. Engwerda
retiree
Downloads 42 (498,701)

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Climate change, environmental change, macro-economic effects, dynamic games

26.

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

CentER Discussion Paper No. 2005-32
Number of pages: 15 Posted: 21 Apr 2005
Jacob C. Engwerda
retiree
Downloads 41 (503,270)
Citation 1

Abstract:

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Linear-quadratic games, open-loop Nash equilibrium, affine systems

27.

Uncertainty in a Fisherey Management Game

CentER Discussion Paper No. 2005-36
Number of pages: 13 Posted: 21 Apr 2005
Jacob C. Engwerda
retiree
Downloads 41 (503,270)

Abstract:

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Linear quadratic differntial games, feedback information structure, soft-constrained Nash equilibrium, infinite planning horizon

28.

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

CentER Discussion Paper Series No. 2009-01
Number of pages: 16 Posted: 07 Jan 2009 Last Revised: 13 Jan 2009
Jacob C. Engwerda, Salmah and Indah Emilia Wijayanti
retiree, Universitas Gadjah Mada (UGM) and Universitas Gadjah Mada (UGM)
Downloads 37 (522,026)

Abstract:

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linear quadratic differential games, open-loop information structure, descriptor systems

29.

Optimal Management and Differential Games in the Presence of Threshold Effects - The Shallow Lake Model

CentER Discussion Paper Series No. 2012-001
Number of pages: 28 Posted: 03 Jan 2012
Puduru Viswanadha Reddy, J. M. Schumacher and Jacob C. Engwerda
Tilburg University - Tilburg University School of Economics and Management, University of Amsterdam - Department of Quantitative Economics (KE) and retiree
Downloads 36 (526,948)
Citation 2

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Optimal control, Differential games, Threshold effects, Discontinuous dynamics

30.

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

CentER Working Paper Series No. 2012-052
Number of pages: 12 Posted: 26 Jun 2012
Jacob C. Engwerda
retiree
Downloads 35 (532,097)

Abstract:

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linear-quadratic differential games, open-loop Nash equilibrium, solvability conditions

31.

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

CentER Discussion Paper Series No. 2008-35
Number of pages: 18 Posted: 02 Apr 2008
Jacob C. Engwerda and Salmah
retiree and Universitas Gadjah Mada (UGM)
Downloads 33 (542,505)
Citation 2

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linear quadratic differential games, open-loop information structure, descriptor systems

32.

Feedback Nash Equilibria for Descriptor Differential Games Using Matrix Projectors

CentER Discussion Paper Series No. 2010-140
Number of pages: 17 Posted: 15 Jan 2011
Puduru Viswanadha Reddy and Jacob C. Engwerda
Tilburg University - Tilburg University School of Economics and Management and retiree
Downloads 29 (564,442)

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Linear-Quadratic Games, Linear Feedback Nash Equilibrium, Solvability Conditions,Matrix Projectors

33.

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

Number of pages: 28 Posted: 24 Jul 2019 Last Revised: 29 Jul 2020
Puduru Viswanadha Reddy, J. M. Schumacher and Jacob C. Engwerda
Tilburg University - Tilburg University School of Economics and Management, University of Amsterdam - Department of Quantitative Economics (KE) and retiree
Downloads 25 (589,193)

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regime switching models, hybrid systems, infinite horizon optimal control, multiple equilibria, Skiba points

34.

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

Number of pages: 22 Posted: 05 Apr 2001
Bas Van Aarle, Jacob C. Engwerda, Joseph Plasmans and Arie Weeren
Leuven Centre for Irish Studies LCIS, retiree, University of Antwerp - Department of Economics and University of Antwerp
Downloads 23

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35.

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

CentER Discussion Paper Series No. 2018-007
Number of pages: 34 Posted: 12 Feb 2018
Valentijn Stienen and Jacob C. Engwerda
Tilburg University - Tilburg University School of Economics and Management and retiree
Downloads 20 (622,709)

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differential games; environmental engineering; uncertain dynamic systems; linearization;

36.

A Numerical Algorithm to Find All Scalar Feedback Nash Equilibria

CentER Discussion Paper Series No. 2013-050
Number of pages: 15 Posted: 11 Sep 2013
Jacob C. Engwerda
retiree
Downloads 17 (643,483)

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linear-quadratic differential games, linear feedback Nash equilibrium, affine systems

37.

Coherent Acceptability Measures in Multiperiod Models

Mathematical Finance, Vol. 15, No. 4, pp. 589-612, October 2005
Number of pages: 24 Posted: 02 Oct 2005
Berend Roorda, J. M. Schumacher and Jacob C. Engwerda
University of Twente - Department of Technology and Management, University of Amsterdam - Department of Quantitative Economics (KE) and retiree
Downloads 16 (650,532)
Citation 1
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38.

Stabilization of an Uncertain Simple Fishery Management Game

CentER Discussion Paper Series No. 2017-031
Number of pages: 22 Posted: 10 Aug 2017 Last Revised: 17 Aug 2017
Jacob C. Engwerda
retiree
Downloads 8 (710,779)

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fishery management, fishing strategies, linear quadratic differential games, feedback