An algorithm. that converges locally in a neighbor-hood of each feedback Nash equilibria (F-NE) of a two-player, linear-quadratic (LQ) differential game is proposed. This ob-jective is pursued by modifying classic Lyapunov iterations, which naturally arise by a straightforward interpretation of the coupled Algebraic Riccati Equations and which converge only to a subset of all the F - NE, so to enforce local asymptotic stability of all the F - NE of the underlying differential game.
Possieri, C., Sassano, M. (2024). Lyapunpov iterations for linear-quadratic differential games with assigned local behavior. In 2024 32nd Mediterranean Conference on Control and Automation (MED) (pp.500-505). New York : IEEE [10.1109/med61351.2024.10566124].
Lyapunpov iterations for linear-quadratic differential games with assigned local behavior
Possieri, Corrado
;Sassano, Mario
2024-01-01
Abstract
An algorithm. that converges locally in a neighbor-hood of each feedback Nash equilibria (F-NE) of a two-player, linear-quadratic (LQ) differential game is proposed. This ob-jective is pursued by modifying classic Lyapunov iterations, which naturally arise by a straightforward interpretation of the coupled Algebraic Riccati Equations and which converge only to a subset of all the F - NE, so to enforce local asymptotic stability of all the F - NE of the underlying differential game.| File | Dimensione | Formato | |
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