4 papers
Best Response Dynamics for Zero-Sum Dynamic Games with Partial-Asymmetric Information
Yuxiang Guan, Iman Shames, Tyler H. Summers
This work studies a class of zero-sum stochastic linear quadratic dynamic games (LQDGs) under partial and asymmetric information. Information asymmetry introduces fundamental chall…
Forward-Backward Dynamic Programming for LQG Dynamic Games with Partial and Asymmetric Information
Yuxiang Guan, Iman Shames, Tyler Summers
We formulate and study a class of two-player zero-sum stochastic dynamic games with partial and asymmetric information. Information asymmetry introduces fundamental challenges invo…
Best Response Convergence for Zero-sum Stochastic Dynamic Games with Partial and Asymmetric Information
Yuxiang Guan, Iman Shames, Tyler H. Summers
We analyze best response dynamics for finding a Nash equilibrium of an infinite horizon zero-sum stochastic linear quadratic dynamic game (LQDG) with partial and asymmetric informa…
A Policy Iteration Algorithm for N-player General-Sum Linear Quadratic Dynamic Games
Yuxiang Guan, Giulio Salizzoni, Maryam Kamgarpour +1
We present a policy iteration algorithm for the infinite-horizon N-player general-sum deterministic linear quadratic dynamic games and compare it to policy gradient methods. We dem…