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math.OC2026
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…
math.OC2026
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…
math.OC2025
Line-Search Filter Differential Dynamic Programming for Optimal Control with Nonlinear Equality Constraints
Ming Xu, Stephen Gould, Iman Shames
We present FilterDDP, a differential dynamic programming algorithm for solving discrete-time, optimal control problems (OCPs) with nonlinear equality constraints. Unlike prior meth…