2 papers
eess.SY2026
Policy Iteration for Linear-Quadratic Stochastic Differential Games with State- and Control-Dependent Noise
Karl Handwerker, Felix Thömmes, Lucas Günther +2
This paper presents a novel sequential policy iteration (PI) method for stochastic differential games with state- and control-dependent noise. The updates preserve mean-square stab…
eess.SY2026
Infinite-Horizon Inverse Linear-Quadratic Differential Games with State- and Control-Dependent Noise
Lucas Günther, Karl Handwerker, Felix Thömmes +2
This paper presents a method to solve the inverse problem for N-player infinite-horizon linear-quadratic (LQ) differential games with state- and control-dependent noise. For this s…