Imperial College London
Alternate

DrThulasiMylvaganam

Faculty of Engineering, Department of Aeronautics

Senior Lecturer in Control Engineering
 
 
 
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Contact

 

+44 (0)20 7594 5129t.mylvaganam

 
 
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Location

 

221City and Guilds BuildingSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@inproceedings{Nortmann:2023:10.1016/j.ifacol.2023.10.1886,
author = {Nortmann, B and Mylvaganam, T},
doi = {10.1016/j.ifacol.2023.10.1886},
pages = {1760--1765},
publisher = {Elsevier},
title = {Approximate Nash equilibria for discrete-time linear quadratic dynamic games},
url = {http://dx.doi.org/10.1016/j.ifacol.2023.10.1886},
year = {2023}
}
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RIS format (EndNote, RefMan)

TY  - CPAPER
AB  - It is generally challenging to determine Nash equilibriumsolutions of nonzero-sum dynamic games, even for games characterised by a quadratic cost and linear dynamics, and particularly in the discrete-time, infinite-horizon case. Motivated by this, we propose and characterise a notion of approximate feedback Nash equilibrium solutions for this class of dynamic games, the epsilon-alpha-beta-Nash equilibrium, which provides guarantees on the convergence rate of the trajectories of the resulting closed-loop system. The efficacy of the results is demonstrated via a simulation example involving macroeconomic policy design.
AU  - Nortmann,B
AU  - Mylvaganam,T
DO  - 10.1016/j.ifacol.2023.10.1886
EP  - 1765
PB  - Elsevier
PY  - 2023///
SN  - 2405-8963
SP  - 1760
TI  - Approximate Nash equilibria for discrete-time linear quadratic dynamic games
UR  - http://dx.doi.org/10.1016/j.ifacol.2023.10.1886
UR  - http://hdl.handle.net/10044/1/103477
ER  -
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