TY - JOUR
T1 - SLS-BRD: A System-level Approach to Seeking Generalised Feedback Nash Equilibria
AU - Neto, Otacilio B.L.
AU - Mulas, Michela
AU - Corona, Francesco
N1 - Publisher Copyright:
© 1963-2012 IEEE.
PY - 2025/5/9
Y1 - 2025/5/9
N2 - This work proposes a policy learning algorithm for seeking generalised feedback Nash equilibria (GFNE) in Np-player noncooperative dynamic games. We consider linear-quadratic games with stochastic dynamics and design a best-response dynamics in which players update and broadcast a parametrisation of their state-feedback policies. Our approach leverages the System Level Synthesis (SLS) framework to formulate each player's update rule as the solution to a robust optimisation problem. Under certain conditions, rates of convergence to a feedback Nash equilibrium can be established. The algorithm is showcased in exemplary problems ranging from the decentralised control of unstable systems to competition in oligopolistic markets.
AB - This work proposes a policy learning algorithm for seeking generalised feedback Nash equilibria (GFNE) in Np-player noncooperative dynamic games. We consider linear-quadratic games with stochastic dynamics and design a best-response dynamics in which players update and broadcast a parametrisation of their state-feedback policies. Our approach leverages the System Level Synthesis (SLS) framework to formulate each player's update rule as the solution to a robust optimisation problem. Under certain conditions, rates of convergence to a feedback Nash equilibrium can be established. The algorithm is showcased in exemplary problems ranging from the decentralised control of unstable systems to competition in oligopolistic markets.
KW - best-response dynamics
KW - feedback Nash equilibrium
KW - Noncooperative games
KW - system level synthesis
UR - http://www.scopus.com/inward/record.url?scp=105004935362&partnerID=8YFLogxK
U2 - 10.1109/TAC.2025.3568560
DO - 10.1109/TAC.2025.3568560
M3 - Article
AN - SCOPUS:105004935362
SN - 0018-9286
JO - IEEE Transactions on Automatic Control
JF - IEEE Transactions on Automatic Control
ER -