OL-NE for LQ differential games: a Port-Controlled Hamiltonian system perspective and some computational strategies
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Author(s)
Sassano, Mario
Mylvaganam, Thulasi
Astolfi, Alessandro
Type
Journal Article
Abstract
Linear Quadratic differential games and their Open-Loop Nash Equilibrium (OL-NE) strategies are studied with a threefold
objective. First, it is shown that the state/costate lifted system (arising from the application of Pontryagin’s Minimum Principle)
is such that its behavior restricted to the equilibrium subspace can be interpreted as the (non-power-preserving) interconnection
of two cyclo-passive Port-Controlled Hamiltonian systems. Such PCH systems constitute the best response generators for each
player, thus mimicking and extending the corresponding interpretation of (single-player) optimal control problems. Second, by
realizing that the behavior of the lifted dynamics off the equilibrium subspace is “irrelevant” for generating the equilibrium
strategies, it is shown that such an invariant subspace can be rendered, via a suitably constructed virtual input, externally
asymptotically stable while preserving the OL-NE. Finally, based on these premises we provide a closed-form gradient-descent
method to solve the asymmetric coupled Riccati equations characterising the OL-NE strategies.
objective. First, it is shown that the state/costate lifted system (arising from the application of Pontryagin’s Minimum Principle)
is such that its behavior restricted to the equilibrium subspace can be interpreted as the (non-power-preserving) interconnection
of two cyclo-passive Port-Controlled Hamiltonian systems. Such PCH systems constitute the best response generators for each
player, thus mimicking and extending the corresponding interpretation of (single-player) optimal control problems. Second, by
realizing that the behavior of the lifted dynamics off the equilibrium subspace is “irrelevant” for generating the equilibrium
strategies, it is shown that such an invariant subspace can be rendered, via a suitably constructed virtual input, externally
asymptotically stable while preserving the OL-NE. Finally, based on these premises we provide a closed-form gradient-descent
method to solve the asymmetric coupled Riccati equations characterising the OL-NE strategies.
Date Issued
2025-01
Date Acceptance
2024-07-19
Citation
Automatica, 2025, 171
ISSN
0005-1098
Publisher
Elsevier
Journal / Book Title
Automatica
Volume
171
Copyright Statement
© 2024 The Author(s). Published by Elsevier Ltd. This is an open access article under the CC BY license (http://creativecommons.org/licenses/by/4.0/).
License URL
Identifier
https://www.sciencedirect.com/science/article/pii/S0005109824004473
Publication Status
Published
Article Number
111953
Date Publish Online
2024-10-09