differential games

RaBVItG:An Algorithm for Solving a Class of Multi-Players Feedback Nash Differential Games

  • Jorge Herrera de la Cruz
  • Benjamin Ivorra
  • Ángel M. Ramos
    • Categories Systems governed by Differential Equations Optimization Tags , ,

    In this work, we introduce a novel numerical algorithm, called RaBVItG (Radial Basis Value Iteration Game) to approximate feedback-Nash equilibria for deterministic differential games. More precisely, RaBVItG is an algorithm based on value iteration schemes in a meshfree context. It is used to approximate optimal feedback Nash policies for multi-players, trying to tackle the dimensionality … Read more

    Primal-dual methods for solving infinite-dimensional games

  • Pavel Dvurechensky
  • Yurii Nesterov
  • Vladimir Spokoiny
    • Categories Convex and Nonsmooth Optimization, Semi-infinite Programming Tags , , ,

    In this paper we show that the infinite-dimensional differential games with simple objective functional can be solved in a finite-dimensional dual form in the space of dual multipliers for the constraints related to the end points of the trajectories. The primal solutions can be easily reconstructed by the appropriate dual subgradient schemes. The suggested schemes … Read more