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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.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…