Solution Sets for Inverse Infinite-Horizon Linear-Quadratic Descriptor Differential Games

Fuente: arXiv
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Autori principali: Kumar, Aaditya, Reddy, Puduru Viswanadha
Natura: Preprint
Pubblicazione: 2026
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author Kumar, Aaditya
Reddy, Puduru Viswanadha
author_facet Kumar, Aaditya
Reddy, Puduru Viswanadha
contents In this letter, we study a model-based inverse problem for infinite-horizon linear-quadratic differential games with descriptor dynamics. Given an observed feedback strategy profile, we seek to identify all cost functions that rationalize it as a feedback Nash equilibrium; this collection is referred to as the solution set. We characterize the solution set, show that it is rectangular and convex, and provide an algorithm for computing an admissible realization whenever it is nonempty. We also show that, compared with the corresponding inverse problem for standard state-space dynamics, descriptor dynamics modify the geometry of the solution set and may reduce identifiability. Finally, we illustrate the results with numerical examples.
format Preprint
id arxiv_https___arxiv_org_abs_2604_27460
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Solution Sets for Inverse Infinite-Horizon Linear-Quadratic Descriptor Differential Games
Kumar, Aaditya
Reddy, Puduru Viswanadha
Optimization and Control
Systems and Control
In this letter, we study a model-based inverse problem for infinite-horizon linear-quadratic differential games with descriptor dynamics. Given an observed feedback strategy profile, we seek to identify all cost functions that rationalize it as a feedback Nash equilibrium; this collection is referred to as the solution set. We characterize the solution set, show that it is rectangular and convex, and provide an algorithm for computing an admissible realization whenever it is nonempty. We also show that, compared with the corresponding inverse problem for standard state-space dynamics, descriptor dynamics modify the geometry of the solution set and may reduce identifiability. Finally, we illustrate the results with numerical examples.
title Solution Sets for Inverse Infinite-Horizon Linear-Quadratic Descriptor Differential Games
topic Optimization and Control
Systems and Control
url https://arxiv.org/abs/2604.27460