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2021

The Computation of Approximate Generalized Feedback Nash Equilibria

Laine, Forrest, Fridovich-Keil, David, Chiu, Chih-Yuan et al.

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We present the concept of a Generalized Feedback Nash Equilibrium (GFNE) in dynamic games, extending the Feedback Nash Equilibrium concept to games in which players are subject to state and input constraints.

We formalize necessary and sufficient conditions for (local) GFNE solutions at the trajectory level, which enable the development of efficient numerical methods for their computation.
Specifically, we propose a Newton-style method for finding game trajectories which satisfy necessary conditions for an equilibrium, which can then be checked against sufficiency conditions.
We show that the evaluation of the necessary conditions in general requires computing a series of nested, implicitly-defined derivatives, which quickly becomes intractable.

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F. Laine, D. Fridovich-Keil, C.-Y. Chiu, and C. Tomlin
Original
2011
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