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Dynamic games provide a fundamental framework for multi-agent decision-making over time, yet computing feedback Nash equilibria (FNEs) in infinite-horizon discrete-time linear-quadratic (LQ) settings remains computationally challenging.…

Systems and Control · Electrical Eng. & Systems 2026-03-11 Shengyuan Huang , Xiaoguang Yang , Yifen Mu , Wenjun Mei

We consider dynamic games defined over an infinite horizon, characterized by linear, discrete-time dynamics and quadratic cost functionals. Considering such linear-quadratic (LQ) dynamic games, we focus on their solutions in terms Nash…

Optimization and Control · Mathematics 2024-12-02 A. Monti , B. Nortmann , T. Mylvaganam , M. Sassano

Finite-horizon linear quadratic (LQ) games admit a unique Nash equilibrium, while infinite-horizon settings may have multiple. We clarify the relationship between these two cases by interpreting the finite-horizon equilibrium as a nonlinear…

Multiagent Systems · Computer Science 2025-08-29 Giulio Salizzoni , Sophie Hall , Maryam Kamgarpour

$ $This paper addresses the inverse problem for Linear-Quadratic (LQ) nonzero-sum $N$-player differential games, where the goal is to learn parameters of an unknown cost function for the game, called observed, given the demonstrated…

Optimization and Control · Mathematics 2024-10-28 Emin Martirosyan , Ming Cao

This paper presents algorithms for non-zero sum nonlinear constrained dynamic games with full information. Such problems emerge when multiple players with action constraints and differing objectives interact with the same dynamic system.…

Systems and Control · Electrical Eng. & Systems 2020-01-08 Bolei Di , Andrew Lamperski

We consider finite-horizon and infinite-horizon versions of a dynamic game with $N$ selfish players who observe their types privately and take actions that are publicly observed. Players' types evolve as conditionally independent Markov…

Optimization and Control · Mathematics 2018-03-20 Deepanshu Vasal , Abhinav Sinha , Achilleas Anastasopoulos

We investigate a novel finite-horizon linear-quadratic (LQ) feedback dynamic potential game with a priori unknown cost matrices played between two players. The cost matrices are revealed to the players sequentially, with the potential for…

Optimization and Control · Mathematics 2025-08-05 Yitian Chen , Timothy L. Molloy , Iman Shames

Dynamic games offer a versatile framework for modeling the evolving interactions of strategic agents, whose steady-state behavior can be captured by the Nash equilibria of the games. Nash equilibria are often computed in feedback, with…

Systems and Control · Electrical Eng. & Systems 2024-11-22 Chih-Yuan Chiu , Jingqi Li , Maulik Bhatt , Negar Mehr

We consider dynamic games with linear dynamics and quadratic objective functions. We observe that the unconstrained open-loop Nash equilibrium coincides with a linear quadratic regulator in an augmented space, thus deriving an explicit…

Systems and Control · Electrical Eng. & Systems 2025-07-22 Emilio Benenati , Sergio Grammatico

In this letter, we study a model-based inverse problem for infinite-horizon linear-quadratic differential games with descriptor dynamics. Given an observed feedback strategy profile, we seek to identify all cost functions that rationalize…

Optimization and Control · Mathematics 2026-05-20 Aaditya Kumar , Puduru Viswanadha Reddy

In this paper, we study infinite-horizon linear-quadratic uncertain differential games with an output feedback information structure. We assume linear time-invariant nominal dynamics influenced by deterministic external disturbances, and…

Optimization and Control · Mathematics 2024-12-04 Aniruddha Roy , Puduru Viswanadha Reddy

Non-cooperative dynamic game theory provides a principled approach to modeling sequential decision-making among multiple noncommunicative agents. A key focus has been on finding Nash equilibria in two-agent zero-sum dynamic games under…

Computer Science and Game Theory · Computer Science 2025-03-20 Kushagra Gupta , Ross Allen , David Fridovich-Keil , Ufuk Topcu

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

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

Consider a strongly monotone game where the players' utility functions include a reward function and a linear term for each dimension, with coefficients that are controlled by the manager. Gradient play converges to a unique Nash…

Multiagent Systems · Computer Science 2026-02-25 Siddharth Chandak , Ilai Bistritz , Nicholas Bambos

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

We consider a non-zero-sum linear quadratic Gaussian (LQG) dynamic game with asymmetric information. Each player observes privately a noisy version of a (hidden) state of the world $V$, resulting in dependent private observations. We study…

General Economics · Economics 2019-09-12 Nasimeh Heydaribeni , Achilleas Anastasopoulos

For the characterization of Feedback Nash Equilibria (FNE) in linear quadratic games, this paper provides a detailed analysis of the discrete-time discounted coupled best-response equations for the scalar two-player setting, together with a…

Optimization and Control · Mathematics 2026-03-17 Chiara Cavalagli , Alberto Bemporad , Mario Zanon

We consider a class of smooth $N$-player noncooperative games, where player objectives are expectation-valued and potentially nonconvex. In such a setting, we consider the largely open question of efficiently computing a suitably defined…

Optimization and Control · Mathematics 2025-05-23 Zhuoyu Xiao , Uday V. Shanbhag

We formulate and study a class of two-player zero-sum stochastic dynamic games with partial and asymmetric information. Information asymmetry introduces fundamental challenges involving \emph{belief representation} and \emph{theory of mind}…

Optimization and Control · Mathematics 2026-03-20 Yuxiang Guan , Iman Shames , Tyler Summers
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