Related papers: Solution Sets for Inverse Infinite-Horizon Linear-…
In this paper, we revisit the two-player continuous-time infinite-horizon linear quadratic differential game problem, where one of the players can sample the state of the system only intermittently due to a sensing constraint while the…
We identify structural assumptions which provide solvability of the Nash system arising from a linear-quadratic closed-loop game, with stable properties with respect to the number of players. In a setting of interactions governed by a…
This paper focuses on a kind of linear quadratic non-zero sum differential game driven by backward stochastic differential equation with asymmetric information, which is a natural continuation of Wang and Yu [IEEE TAC (2010) 55: 1742-1747,…
In this paper, we address the problem of a two-player linear quadratic differential game with incomplete information, a scenario commonly encountered in multi-agent control, human-robot interaction (HRI), and approximation methods for…
In this paper, a new method is proposed to compute the rolling Nash equilibrium of the time-invariant nonlinear two-person zero-sum differential games. The idea is to discretize the time to transform a differential game into a sequential…
Game-theoretic approaches and Nash equilibrium have been widely applied across various engineering domains. However, practical challenges such as disturbances, delays, and actuator limitations can hinder the precise execution of Nash…
In this paper, we consider a differential stochastic zero-sum game in which two players intervene by adopting impulse controls in a finite time horizon. We provide a numerical solution as an approximation of the value function, which turns…
We explicitly solve the nonlinear PDE that is the continuous limit of dynamic programming of \emph{expert prediction problem} in finite horizon setting with $N=4$ experts. The \emph{expert prediction problem} is formulated as a zero sum…
We study model-based and model-free policy optimization in a class of nonzero-sum stochastic dynamic games called linear quadratic (LQ) deep structured games. In such games, players interact with each other through a set of weighted…
We consider a two-player zero-sum deterministic differential game where each player uses both continuous and impulse controls in infinite-time horizon. We assume that the impulses supposed to be of general term and the costs depend on the…
We study the autonomous systems of quadratic differential equations of the form $\dot{x}_i(t)=\mathbf{x}(t)^T \mathbf{A}_i \mathbf{x}(t) + \mathbf{v}_i^T \mathbf{x}(t)$ with $\mathbf{x}(t) = (x_1(t),x_2(t),\dots,x_i(t),\dots)$ which, in…
Signaling game problems investigate communication scenarios where encoder(s) and decoder(s) have misaligned objectives due to the fact that they either employ different cost functions or have inconsistent priors. This problem has been…
In this paper, we propose an equilibrium-seeking algorithm for finding generalized Nash equilibria of non-cooperative monotone convex quadratic games. Specifically, we recast the Nash equilibrium-seeking problem as variational inequality…
We study deterministic optimal control problems for differential games with finite horizon. We propose new approximations of the strategies in feedback form, and show error estimates and a convergence result of the value in some weak sense…
Learning problems commonly exhibit an interesting feedback mechanism wherein the population data reacts to competing decision makers' actions. This paper formulates a new game theoretic framework for this phenomenon, called "multi-player…
In this paper, we consider the inverse optimal control problem for the discrete-time linear quadratic regulator, over finite-time horizons. Given observations of the optimal trajectories, and optimal control inputs, to a linear…
We study infinite-horizon discounted two-player zero-sum Markov games, and develop a decentralized algorithm that provably converges to the set of Nash equilibria under self-play. Our algorithm is based on running an Optimistic Gradient…
This paper proposes a new method for finding closed-loop saddle points in zero-sum linear-quadratic stochastic differential games by decoupling their inherent structure. Specifically, we develop a nested iterative scheme that constructs a…
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…
Since their initial introduction, score-based diffusion models (SDMs) have been successfully applied to solve a variety of linear inverse problems in finite-dimensional vector spaces due to their ability to efficiently approximate the…