On Two-Player Scalar Discrete-Time Linear Quadratic Games

Fuente: arXiv
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Main Authors: Cavalagli, Chiara, Bemporad, Alberto, Zanon, Mario
Format: Preprint
Published: 2026
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author Cavalagli, Chiara
Bemporad, Alberto
Zanon, Mario
author_facet Cavalagli, Chiara
Bemporad, Alberto
Zanon, Mario
contents For the characterization of Feedback Nash Equilibria (FNE) in linear quadratic games, this paper provides a detailed analysis of the discrete-time discounted coupled best-response equations for the scalar two-player setting, together with a set of analytical tools for the classification of local saddle property for the iterative best-response method. Through analytical and numerical results we show the importance of classification, revealing an anti-coordination scheme in the case of multiple solutions. Particular attention is given to the symmetric case, where identical cost function parameters allow closed-form expressions and explicit necessary and sufficient conditions for the existence and multiplicity of FNE. We also present numerical results that illustrate the theoretical findings and offer foundational insights for the design and validation of iterative NE-seeking methods.
format Preprint
id arxiv_https___arxiv_org_abs_2603_13122
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle On Two-Player Scalar Discrete-Time Linear Quadratic Games
Cavalagli, Chiara
Bemporad, Alberto
Zanon, Mario
Optimization and Control
For the characterization of Feedback Nash Equilibria (FNE) in linear quadratic games, this paper provides a detailed analysis of the discrete-time discounted coupled best-response equations for the scalar two-player setting, together with a set of analytical tools for the classification of local saddle property for the iterative best-response method. Through analytical and numerical results we show the importance of classification, revealing an anti-coordination scheme in the case of multiple solutions. Particular attention is given to the symmetric case, where identical cost function parameters allow closed-form expressions and explicit necessary and sufficient conditions for the existence and multiplicity of FNE. We also present numerical results that illustrate the theoretical findings and offer foundational insights for the design and validation of iterative NE-seeking methods.
title On Two-Player Scalar Discrete-Time Linear Quadratic Games
topic Optimization and Control
url https://arxiv.org/abs/2603.13122