Wednesday, 15:15 - 15:40 h, Room: MA 313


Jong-Shi Pang
On differential linear-quadratic Nash games with mixed state-control constraints

Coauthor: Dane Schiro


This paper addresses the class of open-loop differential linear-quadratic Nash games with mixed state-control constraints. A sufficient condition is provided under which such a game is equivalent to a certain concatenated linear-quadratic optimal control problem. This equivalent formulation facilitates the application of a time-stepping algorithm whose convergence to a continuous-time Nash equilibrium trajectory of the game can be established under certain conditions. Another instance of this game is also analyzed for which a convergent distributed algorithm can be applied to compute a continuous-time equilibrium solution.


Talk 1 of the contributed session Wed.3.MA 313
"Applications of complementarity" [...]
Cluster 3
"Complementarity & variational inequalities" [...]


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