Iterative Stackelberg equilibrium finding for linear quadratic differential games
We propose two iterative methods to determine a linear feedback Stackelberg equilibrium solution in two-player linear quadratic differential games between a leader and a follower. The update laws involve the solution of Lyapunov or Riccati equations. Conditions for recursive feasibility and local convergence of the update laws are analysed and illustrated via numerical examples.
Authors
- Benita Nortmann (ORCID: https://orcid.org/0000-0002-7997-761X)
- Thulasi Mylvaganam (ORCID: https://orcid.org/0000-0003-1993-4607)
- P. Das (ORCID: https://orcid.org/0000-0002-2175-3402)
- Vijay Gupta (ORCID: https://orcid.org/0000-0003-4261-9066)
Institutions
- Purdue University West Lafayette (US)
- Swiss Federal Office of Energy (CH)
- Imperial College London (GB)
- Swiss Federal Laboratories for Materials Science and Technology (CH)
Publication Details
- Journal
- Automatica
- Published
- 2025-10-15
- DOI
- https://doi.org/10.1016/j.automatica.2025.112648
- Primary Topic
- Optimization and Variational Analysis
- Type
- article
- Field-Weighted Citation Impact
- 0.00