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We present the concept of a Generalized Feedback Nash Equilibrium (GFNE) in dynamic games, extending the Feedback Nash Equilibrium concept to games in which players are subject to state and input constraints. We formalize necessary and…

Optimization and Control · Mathematics 2023-11-22 Forrest Laine , David Fridovich-Keil , Chih-Yuan Chiu , Claire Tomlin

This paper presents a novel approach to synthesize dual controllers for unknown linear time-invariant systems with the tasks of optimizing a quadratic cost while reducing the uncertainty. To this end, a synthesis problem is defined where…

Systems and Control · Electrical Eng. & Systems 2021-04-13 Andrea Iannelli , Mohammad Khosravi , Roy S. Smith

Recent extensions to dynamic games of the well-known fictitious play learning procedure in static games were proved to globally converge to stationary Nash equilibria in two important classes of dynamic games (zero-sum and…

Computer Science and Game Theory · Computer Science 2022-07-08 Lucas Baudin , Rida Laraki

We consider constrained linear-quadratic dynamic games arising in autonomous vehicle platooning, intersection crossing and other cooperative driving scenarios. Infinite-horizon Nash equilibria are reformulated as receding-horizon affine…

Optimization and Control · Mathematics 2026-05-05 Reza Rahimi Baghbadorani , Sergio Grammatico

The inverse linear-quadratic optimal control problem is a system identification problem whose aim is to recover the quadratic cost function and hence the closed-loop system matrices based on observations of optimal trajectories. In this…

Optimization and Control · Mathematics 2022-09-22 Han Zhang , Axel Ringh

In this paper, we consider the problem of finding a Nash equilibrium in a multi-player game over generally connected networks. This model differs from a conventional setting in that players have partial information on the actions of their…

Optimization and Control · Mathematics 2019-12-10 Farzad Salehisadaghiani , Wei Shi , Lacra Pavel

In this work we propose and develop modified quantum games (zero and non-zero sum) in which payoffs and strategies are entangled. For the games studied, Nash and Pareto equilibriums are always obtained indicating that there are some…

This paper presents a novel data-driven approach for approximating the $\varepsilon$-Nash equilibrium in continuous-time linear quadratic Gaussian (LQG) games, where multiple agents interact with each other through their dynamics and…

Systems and Control · Electrical Eng. & Systems 2025-07-22 Zhenhui Xu , Jiayu Chen , Bing-Chang Wang , Tielong Shen

We study the problem of characterizing the set of games that are consistent with observed equilibrium play. Our contribution is to develop and analyze a new methodology based on convex optimization to address this problem for many classes…

Computer Science and Game Theory · Computer Science 2017-03-23 Juba Ziani , Venkat Chandrasekaran , Katrina Ligett

We study a two-player nonzero-sum stochastic differential game where one player controls the state variable via additive impulses while the other player can stop the game at any time. The main goal of this work is characterize Nash…

Probability · Mathematics 2019-04-02 Luciano Campi , Davide De Santis

This paper formulates and studies a linear quadratic (LQ for short) game problem governed by linear stochastic Volterra integral equation. Sufficient and necessary condition of the existence of saddle points for this problem are derived. As…

Probability · Mathematics 2010-05-31 Tianxiao Wang , Yufeng Shi

In this paper, we consider a learning problem among non-cooperative agents interacting in a time-varying system. Specifically, we focus on repeated linear quadratic network games, in which the network of interactions changes with time and…

Computer Science and Game Theory · Computer Science 2023-10-23 Feras Al Taha , Kiran Rokade , Francesca Parise

Dynamic game theory is a powerful tool in modeling multi-agent interactions and human-robot systems. In practice, since the objective functions of both agents may not be explicitly known to each other, these interactions can be modeled as…

Systems and Control · Electrical Eng. & Systems 2025-12-23 Seyed Yousef Soltanian , Wenlong Zhang

We develop provably efficient reinforcement learning algorithms for two-player zero-sum finite-horizon Markov games with simultaneous moves. To incorporate function approximation, we consider a family of Markov games where the reward…

Machine Learning · Computer Science 2020-06-25 Qiaomin Xie , Yudong Chen , Zhaoran Wang , Zhuoran Yang

This paper investigates a class of linear-quadratic-Gaussian risk-sensitive graphon mean-field games, involving an asymptotically infinite population of heterogeneous agents distributed across an asymptotically infinite network, where each…

Optimization and Control · Mathematics 2026-04-28 Tian Chen , Minyi Huang

We study finite-horizon two-player zero-sum differential games with one-sided payoff information ($G$), where the informed player (P1) knows the game payoff, while P2 only has a public belief over a finite set of possible payoffs. In this…

Computer Science and Game Theory · Computer Science 2026-05-06 Mukesh Ghimire , Zhe Xu , Yi Ren

We study the complexity of computing equilibria in binary public goods games on undirected graphs. In such a game, players correspond to vertices in a graph and face a binary choice of performing an action, or not. Each player's decision…

Computer Science and Game Theory · Computer Science 2023-05-22 Max Klimm , Maximilian J. Stahlberg

All-Against-One (AAO) games are a special class of multi-player games where all players except one are in direct conflict with the remaining player. In the case of Linear Quadratic Differential (LQD) games, the AAO structure can be used to…

Optimization and Control · Mathematics 2019-02-28 Shahriar Talebi , Marwan A. Simaan , Zhihua Qu

We propose a framework to compute approximate Nash equilibria in integer programming games with nonlinear payoffs, i.e., simultaneous and non-cooperative games where each player solves a parametrized mixed-integer nonlinear program. We…

Optimization and Control · Mathematics 2025-08-04 Aloïs Duguet , Margarida Carvalho , Gabriele Dragotto , Sandra Ulrich Ngueveu

In this paper, we solve the problem of learning a generalized Nash equilibrium (GNE) in merely monotone games. First, we propose a novel continuous semi-decentralized solution algorithm without projections that uses first-order information…

Systems and Control · Electrical Eng. & Systems 2021-10-07 Suad Krilašević , Sergio Grammatico
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