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| Main Authors: | , , |
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| Format: | Preprint |
| Published: |
2026
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2603.29783 |
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| _version_ | 1866915902910365696 |
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| author | Li, Xin Qi, Qingyuan Ding, Kemi |
| author_facet | Li, Xin Qi, Qingyuan Ding, Kemi |
| contents | We address a noncooperative game problem in multi-controller system under delayed and asymmetric information structure. Under these conditions, the classical separation principle fails as estimation and control design become strongly coupled, complicating the derivation of an explicit Nash equilibrium. To resolve this, we employ a common-private information decomposition approach, effectively decoupling control inputs and state estimation to obtain a closed-form Nash equilibrium. By applying a forward iterative method, we establish the convergence of the coupled Riccati and estimation error covariance recursions, yielding both the steady-state Kalman filter and the Nash equilibrium. Furthermore, we quantify the impact of asymmetric information, proving that a richer information set reduces the costs for the corresponding player. Finally, numerical examples are provided to demonstrate the effectiveness of the results. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2603_29783 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Noncooperative Game in Multi-controller System under Delayed and Asymmetric Information Li, Xin Qi, Qingyuan Ding, Kemi Optimization and Control We address a noncooperative game problem in multi-controller system under delayed and asymmetric information structure. Under these conditions, the classical separation principle fails as estimation and control design become strongly coupled, complicating the derivation of an explicit Nash equilibrium. To resolve this, we employ a common-private information decomposition approach, effectively decoupling control inputs and state estimation to obtain a closed-form Nash equilibrium. By applying a forward iterative method, we establish the convergence of the coupled Riccati and estimation error covariance recursions, yielding both the steady-state Kalman filter and the Nash equilibrium. Furthermore, we quantify the impact of asymmetric information, proving that a richer information set reduces the costs for the corresponding player. Finally, numerical examples are provided to demonstrate the effectiveness of the results. |
| title | Noncooperative Game in Multi-controller System under Delayed and Asymmetric Information |
| topic | Optimization and Control |
| url | https://arxiv.org/abs/2603.29783 |