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| Main Authors: | , |
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| Format: | Preprint |
| Published: |
2025
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2512.07749 |
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| _version_ | 1866916000539082752 |
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| author | Benenati, Emilio Belgioioso, Giuseppe |
| author_facet | Benenati, Emilio Belgioioso, Giuseppe |
| contents | We present an efficient algorithm to compute the explicit open-loop solution to both finite and infinite-horizon dynamic games subject to state and input constraints. Our approach relies on a multiparametric affine variational inequality characterization of the open-loop Nash equilibria and extends the classical explicit constrained LQR and MPC frameworks to multi-agent non-cooperative settings. A key practical implication is that linear-quadratic game-theoretic MPC becomes viable even at very high sampling rates for multi-agent systems of moderate size. Extensive numerical experiments demonstrate order-of-magnitude improvements in online computation time and solution accuracy compared with state-of-the-art game-theoretic solvers. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2512_07749 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | The explicit game-theoretic linear quadratic regulator for constrained multi-agent systems Benenati, Emilio Belgioioso, Giuseppe Systems and Control We present an efficient algorithm to compute the explicit open-loop solution to both finite and infinite-horizon dynamic games subject to state and input constraints. Our approach relies on a multiparametric affine variational inequality characterization of the open-loop Nash equilibria and extends the classical explicit constrained LQR and MPC frameworks to multi-agent non-cooperative settings. A key practical implication is that linear-quadratic game-theoretic MPC becomes viable even at very high sampling rates for multi-agent systems of moderate size. Extensive numerical experiments demonstrate order-of-magnitude improvements in online computation time and solution accuracy compared with state-of-the-art game-theoretic solvers. |
| title | The explicit game-theoretic linear quadratic regulator for constrained multi-agent systems |
| topic | Systems and Control |
| url | https://arxiv.org/abs/2512.07749 |