On the SQH Method for Solving Differential Nash Games

Please always quote using this URN: urn:nbn:de:bvb:20-opus-269111
  • A sequentialquadratic Hamiltonian schemefor solving open-loop differential Nash games is proposed and investigated. This method is formulated in the framework of the Pontryagin maximum principle and represents an efficient and robust extension of the successive approximations strategy for solving optimal control problems. Theoretical results are presented that prove the well-posedness of the proposed scheme, and results of numerical experiments are reported that successfully validate its computational performance.

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Author: Francesca Calà Campana, Alfio Borzì
Document Type:Journal article
Faculties:Fakultät für Mathematik und Informatik / Institut für Mathematik
Parent Title (English):Journal of Dynamical and Control Systems
Year of Completion:2022
Source:Journal of Dynamical and Control Systems 2022, 28:739–755. DOI: 10.1007/s10883-021-09546-1
Dewey Decimal Classification:5 Naturwissenschaften und Mathematik / 51 Mathematik / 510 Mathematik
Tag:differential nash games; pontryagin maximum principle; sequential quadratic hamiltonian method; successive approximations strategy
Release Date:2022/09/21
Licence (German):License LogoCC BY: Creative-Commons-Lizenz: Namensnennung 4.0 International