Towards Closed-loop Stability of Nonlinear Receding Horizon Games
Abstract
We analyze Receding Horizon Games without any MPC-like terminal ingredients. We show that recursive feasibility can be inferred from the turnpike phenomenon under mild assumptions. Moreover, we prove sufficient conditions for practical asymptotic convergence of the closed-loop trajectories, and we discuss how the gap towards practical asymptotic stability may be closed. We use numerical examples to show that the closed-loop region of attraction around the steady-state GNE shrinks exponentially with the horizon length, a behavior previously known only for model predictive control. Further, we apply a linear end penalty and demonstrate in numerical simulations that it suppresses the leaving arc and ensures asymptotic convergence to the steady-state GNE.
Keywords
Cite
@article{arxiv.2605.12467,
title = {Towards Closed-loop Stability of Nonlinear Receding Horizon Games},
author = {Sophie Hall and Florian Dörfler and Timm Faulwasser},
journal= {arXiv preprint arXiv:2605.12467},
year = {2026}
}