RaBVIt-SG, an algorithm for solving Feedback Nash equilibria in Multiplayers Stochastic Differential Games

In a previous work, we have introduced an algorithm, called RaBVItG, used for computing Feedback Nash equilibria of deterministic multiplayers Differential Games. This algorithm is based on a sequence of Game Iterations (i.e., a numerical method to simulate an equilibrium of a Differential Game), combined with Value Iterations (i.e, a numerical method to solve a … Read more

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

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