General-Sum Linear Regulator Games for Positive Systems

Abstract

This paper studies a continuous-time general-sum non-cooperative game with linear costs, positive linear system dynamics, and elementwise linear input constraints. In the finite-horizon case, we present a verification theorem characterizing feedback Nash equilibria, in terms of absolutely continuous solutions of a coupled system of vector-valued ordinary differential equations, realized by time-varying feedback laws. Unlike linear-quadratic differential games, whose Riccati-based equilibria scale quadratically with the state dimension, this formulation scales linearly. However, the resulting piecewise-constant feedback saturates between its constraint bounds rather than varying smoothly, and additional mathematical challenges arise when characterizing the solutions of the differential equations, which are generally discontinuous due to the switching nature of the feedback gains. In this work, we study the case where switching occurs only at isolated time instants. In the infinite-horizon case, under stabilizability assumptions, the equilibrium is characterized by coupled vector-valued algebraic equations. For this game, we propose iterative methods to compute both finite and infinite-horizon equilibria. The approach is illustrated through a large-scale pollution game.

6 pages and 3 figures. Accepted for presentation at the 65th IEEE Conference in decision and control 2026 (CDC)