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.
| Original language | English (US) |
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| Title of host publication | 2020 American Control Conference, ACC 2020 |
| Publisher | Institute of Electrical and Electronics Engineers Inc. |
| Pages | 5358-5363 |
| Number of pages | 6 |
| ISBN (Electronic) | 9781538682661 |
| DOIs | |
| State | Published - Jul 2020 |
| Event | 2020 American Control Conference, ACC 2020 - Denver, United States Duration: Jul 1 2020 → Jul 3 2020 |
Publication series
| Name | Proceedings of the American Control Conference |
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| Volume | 2020-July |
| ISSN (Print) | 0743-1619 |
Conference
| Conference | 2020 American Control Conference, ACC 2020 |
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| Country/Territory | United States |
| City | Denver |
| Period | 7/1/20 → 7/3/20 |
Bibliographical note
Publisher Copyright:© 2020 AACC.