Jacob C. Engwerda

retiree

Dr.

P.O. Box 90153

Tilburg, 5000 LE

Netherlands

SCHOLARLY PAPERS

38

DOWNLOADS
Rank 17,222

SSRN RANKINGS

Top 17,222

in Total Papers Downloads

2,779

SSRN CITATIONS
Rank 13,888

SSRN RANKINGS

Top 13,888

in Total Papers Citations

9

CROSSREF CITATIONS

52

Scholarly Papers (38)

1.

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

CESifo Working Paper Series No. 437
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 324 (92,614)
Citation 3

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2.

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 - Center and Faculty of Economics and Business Administration and retiree
Downloads 241 (126,868)
Citation 3

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

3.

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 221 (138,153)
Citation 2

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

4.

On the Open-Loop Nash Equilibrium in Lq-Games

Number of pages: 30 Posted: 11 Feb 1997
Jacob C. Engwerda
retiree
Downloads 195 (155,469)
Citation 1

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

CESifo Working Paper Series No. 1376
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 120 (234,020)

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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 (586,317)
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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 129 (220,665)
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 111 (246,564)
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

CESifo Working Paper Series No. 748; FEEM Working Paper No. 60.2002
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 106 (254,713)
Citation 2

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Macroeconomic Stabilization, EMU, Coalition Formation

9.

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 92 (279,778)
Citation 2

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

10.

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 88 (287,842)

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LQ theory, Algebraic Riccati equations, Differential games

11.

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 83 (298,462)
Citation 4

Abstract:

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

12.

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 69 (331,891)
Citation 2

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Algebraic Riccati equations, linear quadratic differential games, Nash equilibria

13.

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 69 (331,891)

Abstract:

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Linear Uncertain Systems, Game Theory, Algebraic Riccati Equations

14.

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 67 (337,166)
Citation 1

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

15.

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 59 (359,651)

Abstract:

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

16.

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 58 (362,656)

Abstract:

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

17.

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 53 (378,460)
Citation 1

Abstract:

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

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 50 (388,372)
Citation 4

Abstract:

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

19.

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 50 (388,372)

Abstract:

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matrices

20.

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 49 (391,753)

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Eurobonds, sovereign debt sustainability, sovereign debt crisis

21.

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 48 (395,218)
Citation 1

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

22.

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 47 (398,632)

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

23.

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 43 (413,125)
Citation 1

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

24.

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 39 (428,533)

Abstract:

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

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 38 (432,680)

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

26.

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 38 (432,680)
Citation 1

Abstract:

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

27.

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 36 (440,772)
Citation 1

Abstract:

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

28.

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 - Center and Faculty of Economics and Business Administration, University of Amsterdam - Department of Quantitative Economics (KE) and retiree
Downloads 34 (449,219)
Citation 2

Abstract:

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Optimal control, Differential games, Threshold effects, Discontinuous dynamics

29.

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 34 (449,219)

Abstract:

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

30.

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 32 (458,083)
Citation 2

Abstract:

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

31.

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 31 (462,736)

Abstract:

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

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 - Center and Faculty of Economics and Business Administration and retiree
Downloads 26 (487,955)

Abstract:

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

33.

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

CESifo Working Paper Series No. 262
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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34.

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 - Center and Faculty of Economics and Business Administration and retiree
Downloads 17 (539,783)

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

35.

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 (539,783)

Abstract:

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

36.

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 (545,640)
Citation 1
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37.

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 7 (601,885)

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

38.

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

Number of pages: 26 Posted: 24 Jul 2019
Puduru Viswanadha Reddy, J. M. Schumacher and Jacob C. Engwerda
Tilburg University - Center and Faculty of Economics and Business Administration, University of Amsterdam - Department of Quantitative Economics (KE) and retiree
Downloads 6 (608,535)

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