Abstract

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 over time. They model a wide range of applications include economics, defense, and energy systems. We show how to exploit the temporal structure in projected gradient and Douglas-Rachford (DR) splitting methods. The resulting algorithms converge locally to open-loop Nash equilibria (OLNE) at linear rates. Furthermore, we extend a stagewise Newton method to find a local feedback policy around an OLNE. In the special case of linear dynamics and polyhedral constraints, we show that this local feedback controller is an approximate feedback Nash equilibrium.

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.