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math.OC2024
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…
cs.GT2024
Nash equilibria in scalar discrete-time linear quadratic games
Giulio Salizzoni, Reda Ouhamma, Maryam Kamgarpour
An open problem in linear quadratic (LQ) games has been characterizing the Nash equilibria. This problem has renewed relevance given the surge of work on understanding the converge…