5 papers
The explicit game-theoretic linear quadratic regulator for constrained multi-agent systems
Emilio Benenati, Giuseppe Belgioioso
We present an efficient algorithm to compute the explicit open-loop solution to both finite and infinite-horizon dynamic games subject to state and input constraints. Our approach…
A Douglas-Rachford Splitting Method for Solving Monotone Variational Inequalities in Linear-quadratic Dynamic Games
Reza Rahimi Baghbadorani, Emilio Benenati, Sergio Grammatico
This paper considers constrained linear dynamic games with quadratic objective functions, which can be cast as affine variational inequalities. By leveraging the problem structure,…
\texttt{DR-DAQP}: An Hybrid Operator Splitting and Active-Set Solver for Affine Variational Inequalities
Daniel Arnström, Emilio Benenati, Giuseppe Belgioioso
We present \texttt{DR-DAQP}, an open-source solver for strongly monotone affine variational inequaliries that combines Douglas-Rachford operator splitting with an active-set accele…
Linear-Quadratic Dynamic Games as Receding-Horizon Variational Inequalities
Emilio Benenati, Sergio Grammatico
We consider dynamic games with linear dynamics and quadratic objective functions. We observe that the unconstrained open-loop Nash equilibrium coincides with a linear quadratic reg…
Probabilistic Game-Theoretic Traffic Routing
Emilio Benenati, Sergio Grammatico
We examine the routing problem for self-interested vehicles using stochastic decision strategies. By approximating the road latency functions and a non-linear variable transformati…