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This paper considers constrained linear dynamic games with quadratic objective functions, which can be cast as affine variational inequalities. By leveraging the problem structure, we apply the Douglas-Rachford splitting, which generates a…

Systems and Control · Electrical Eng. & Systems 2026-04-22 Reza Rahimi Baghbadorani , Emilio Benenati , Sergio Grammatico

We give a strict mathematical description for a refinement of the Marinatto-Weber quantum game scheme. The model allows the players to choose projector operators that determine the state on which they perform their local operators. The game…

Computer Science and Game Theory · Computer Science 2017-01-26 Piotr Frąckiewicz

Iterative optimization algorithms depend on access to information about the objective function. In a differentiable programming framework, this information, such as gradients, can be automatically derived from the computational graph. We…

Optimization and Control · Mathematics 2025-07-08 Vincent Roulet , Siddhartha Srinivasa , Maryam Fazel , Zaid Harchaoui

In this paper, we consider continuous-time semi-decentralized dynamics for the equilibrium computation in a class of aggregative games. Specifically, we propose a scheme where decentralized projected-gradient dynamics are driven by an…

Optimization and Control · Mathematics 2018-03-29 Claudio De Persis , Sergio Grammatico

In this paper, we study the distributed generalized Nash equilibrium seeking problem of non-cooperative games in dynamic environments. Each player in the game aims to minimize its own time-varying cost function subject to a local action…

Optimization and Control · Mathematics 2020-04-02 Kaihong Lu , Guangqi Li , Long Wang

Two-player graph games have found numerous applications, most notably in the synthesis of reactive systems from temporal specifications, but also in verification. The relevance of infinite-state systems in these areas has lead to…

Logic in Computer Science · Computer Science 2023-11-08 Philippe Heim , Rayna Dimitrova

Many real-world multi-agent or multi-task evaluation scenarios can be naturally modelled as normal-form games due to inherent strategic (adversarial, cooperative, and mixed motive) interactions. These strategic interactions may be agentic…

Computer Science and Game Theory · Computer Science 2025-02-18 Luke Marris , Siqi Liu , Ian Gemp , Georgios Piliouras , Marc Lanctot

We revisit the Reinforce policy gradient algorithm from the literature. Note that this algorithm typically works with cost returns obtained over random length episodes obtained from either termination upon reaching a goal state (as with…

Machine Learning · Computer Science 2023-10-10 Shalabh Bhatnagar

We consider concurrent games played on graphs. At every round of the game, each player simultaneously and independently selects a move; the moves jointly determine the transition to a successor state. Two basic objectives are the safety…

Computer Science and Game Theory · Computer Science 2008-12-18 Krishnendu Chatterjee , Luca de Alfaro , Thomas A. Henzinger

We consider the discrete-time infinite-horizon optimal control problem formalized by Markov Decision Processes. We revisit the work of Bertsekas and Ioffe, that introduced $\lambda$ Policy Iteration, a family of algorithms parameterized by…

Artificial Intelligence · Computer Science 2015-03-13 Bruno Scherrer

We address safe multi-robot interaction under uncertainty. In particular, we formulate a chance-constrained linear quadratic Gaussian game with coupling constraints and system uncertainties. We find a tractable reformulation of the game and…

Robotics · Computer Science 2025-08-15 Kai Ren , Giulio Salizzoni , Mustafa Emre Gürsoy , Maryam Kamgarpour

Generative model-based imitation learning methods have recently achieved strong results in learning high-complexity motor skills from human demonstrations. However, imitation learning of interactive policies that coordinate with humans in…

Robotics · Computer Science 2025-11-18 Max M. Sun , Todd Murphey

Considering infinite-horizon, discrete-time, linear quadratic, N-player dynamic games with scalar dynamics, a graphical representation of feedback Nash equilibrium solutions is provided. This representation is utilised to derive conditions…

Optimization and Control · Mathematics 2025-01-27 Benita Nortmann , Mario Sassano , Thulasi Mylvaganam

We present a polynomial-time algorithm that always finds an (approximate) Nash equilibrium for repeated two-player stochastic games. The algorithm exploits the folk theorem to derive a strategy profile that forms an equilibrium by…

Computer Science and Game Theory · Computer Science 2012-06-18 Enrique Munoz de Cote , Michael L. Littman

Consider a two-player game repeated N times. Player 1 can choose between two styles (for interpretability, offensive and defensive), whereas Player 2 uses a single fixed style. Let X N\,:= \#wins -\#losses for Player 1 after N games, and…

Computer Science and Game Theory · Computer Science 2026-04-20 Jonatha ANSELMI , Bruno Gaujal

We propose a policy iteration algorithm for solving the multiplicative noise linear quadratic output feedback design problem. The algorithm solves a set of coupled Riccati equations for estimation and control arising from a partially…

Systems and Control · Electrical Eng. & Systems 2022-04-01 Benjamin Gravell , Matilde Gargiani , John Lygeros , Tyler H. Summers

The peculiarity of adversarial team games resides in the asymmetric information available to the team members during the play, which makes the equilibrium computation problem hard even with zero-sum payoffs. The algorithms available in the…

Computer Science and Game Theory · Computer Science 2022-01-26 Luca Carminati , Federico Cacciamani , Marco Ciccone , Nicola Gatti

With the outstanding performance of policy gradient (PG) method in the reinforcement learning field, the convergence theory of it has aroused more and more interest recently. Meanwhile, the significant importance and abundant theoretical…

Optimization and Control · Mathematics 2024-04-19 Xinpei Zhang , Guangyan Jia

We investigate a linear quadratic stochastic zero-sum game where two players lobby a political representative to invest in a wind turbine farm. Players are time-inconsistent because they discount performance with a non-constant rate. Our…

General Economics · Economics 2023-09-04 Ali Lazrak , Hanxiao Wang , Jiongmin Yong

The uncertainties in plant dynamics remain a challenge for nonlinear control problems. This paper develops a ternary policy iteration (TPI) algorithm for solving nonlinear robust control problems with bounded uncertainties. The controller…

Systems and Control · Electrical Eng. & Systems 2020-07-15 Jie Li , Shengbo Eben Li , Yang Guan , Jingliang Duan , Wenyu Li , Yuming Yin
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