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相关论文: Feedback and Open-Loop Nash Equilibria for LQ Infi…

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This work proposes a policy learning algorithm for seeking generalised feedback Nash equilibria (GFNE) in $N_P$-player noncooperative dynamic games. We consider linear-quadratic games with stochastic dynamics and design a best-response…

最优化与控制 · 数学 2025-06-13 Otacilio B. L. Neto , Michela Mulas , Francesco Corona

This paper is concerned with two-person mean-field linear-quadratic non-zero sum stochastic differential games in an infinite horizon. Both open-loop and closed-loop Nash equilibria are introduced. Existence of an open-loop Nash equilibrium…

最优化与控制 · 数学 2021-04-09 Xun Li , Jingtao Shi , Jiongmin Yong

In this paper, a Nash-type fictitious game framework is introduced to handle a time-inconsistent linear-quadratic optimal control. The Nash-type game in this framework is called fictitious as it is between the decision maker (called real…

最优化与控制 · 数学 2021-10-04 Yuan-Hua Ni , Binbin Si , Xinzhen Zhang

In the present paper, we consider a class of two players infinite horizon differential games, with piecewise smooth costs exponentially discounted in time. Through the analysis of the value functions, we study in which cases it is possible…

偏微分方程分析 · 数学 2014-08-07 Fabio S. Priuli

This paper presents a pioneering investigation into discrete-time two-person non-zero-sum linear quadratic (LQ) stochastic games with random coefficients. We derive necessary and sufficient conditions for the existence of open-loop Nash…

最优化与控制 · 数学 2025-06-24 Yiwei Wu , Xun Li , Qingxin Meng

Static potential games are non-cooperative games which admit a fictitious function, also referred to as a potential function, such that the minimizers of this function constitute a subset (or a refinement) of the Nash equilibrium strategies…

最优化与控制 · 数学 2021-03-08 Aathira Prasad , Puduru Viswanadha Reddy

We introduce a novel class of Nash equilibrium seeking dynamics for non-cooperative games with a finite number of players, where the convergence to the Nash equilibrium is bounded by a KL function with a settling time that can be upper…

最优化与控制 · 数学 2020-12-25 Jorge I. Poveda , Miroslav Krstic , Tamer Basar

In this paper, we address the inverse problem in the case of linear-quadratic discrete-time dynamic non-cooperative games. Given feedback laws of players that are known to be a Nash equilibrium pair for a discrete-time linear system, we…

最优化与控制 · 数学 2024-07-19 Emin Martirosyan , Ming Cao

$ $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…

最优化与控制 · 数学 2024-10-28 Emin Martirosyan , Ming Cao

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…

最优化与控制 · 数学 2025-08-05 Yitian Chen , Timothy L. Molloy , Iman Shames

For a non-cooperative differential game, the value functions of the various players satisfy a system of Hamilton-Jacobi equations. In the present paper, we consider a class of infinite-horizon games with nonlinear costs exponentially…

偏微分方程分析 · 数学 2014-08-07 Alberto Bressan , Fabio S. Priuli

We consider a multi-player stochastic differential game with linear McKean-Vlasov dynamics and quadratic cost functional depending on the variance and mean of the state and control actions of the players in open-loop form. Finite and…

概率论 · 数学 2018-12-04 Enzo Miller , Huyen Pham

A Linear Quadratic Deterministic Continuous Time Game with many symmetric players is considered and the Linear Feedback Nash strategies are studied as the number of players goes to infinity. We show that under some conditions the limit of…

计算机科学与博弈论 · 计算机科学 2014-03-14 G. P. Papavassilopoulos

This paper investigates closed-loop Nash equilibria for discrete-time linear-quadratic (LQ) stochastic nonzero-sum difference games with random coefficients. Unlike existing works, we consider randomness in both state dynamics and cost…

最优化与控制 · 数学 2025-07-23 Qingxin Meng , Yiwei Wu

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…

最优化与控制 · 数学 2026-05-20 Aaditya Kumar , Puduru Viswanadha Reddy

This work proposes an algorithm for seeking generalised feedback Nash equilibria (GFNE) in noncooperative dynamic games. The focus is on cyber-physical systems with dynamics which are linear, stochastic, potentially unstable, and partially…

最优化与控制 · 数学 2025-04-01 Otacilio B. L. Neto , Michela Mulas , Francesco Corona

Many resources are provided by an ecological system that is vulnerable to tipping when exceeding a certain level of pollution, with a sudden big loss of ecosystem services. An ecological system is usually also a common-pool resource and…

综合经济学 · 经济学 2026-03-23 Yongyang Cai , Anastasios Xepapadeas , Aart de Zeeuw

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…

最优化与控制 · 数学 2026-05-05 Reza Rahimi Baghbadorani , Sergio Grammatico

Dynamic games can be an effective approach to modeling interactive behavior between multiple non-cooperative agents and they provide a theoretical framework for simultaneous prediction and control in such scenarios. In this work, we propose…

系统与控制 · 电气工程与系统科学 2022-09-19 Edward L. Zhu , Francesco Borrelli

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…

最优化与控制 · 数学 2024-12-04 Aniruddha Roy , Puduru Viswanadha Reddy