Towards Closed-loop Stability of Nonlinear Receding Horizon Games

Fuente: arXiv
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Main Authors: Hall, Sophie, Dörfler, Florian, Faulwasser, Timm
Format: Preprint
Published: 2026
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author Hall, Sophie
Dörfler, Florian
Faulwasser, Timm
author_facet Hall, Sophie
Dörfler, Florian
Faulwasser, Timm
contents We analyze Receding Horizon Games without any MPC-like terminal ingredients. We show that recursive feasibility can be inferred from the turnpike phenomenon under mild assumptions. Moreover, we prove sufficient conditions for practical asymptotic convergence of the closed-loop trajectories, and we discuss how the gap towards practical asymptotic stability may be closed. We use numerical examples to show that the closed-loop region of attraction around the steady-state GNE shrinks exponentially with the horizon length, a behavior previously known only for model predictive control. Further, we apply a linear end penalty and demonstrate in numerical simulations that it suppresses the leaving arc and ensures asymptotic convergence to the steady-state GNE.
format Preprint
id arxiv_https___arxiv_org_abs_2605_12467
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Towards Closed-loop Stability of Nonlinear Receding Horizon Games
Hall, Sophie
Dörfler, Florian
Faulwasser, Timm
Systems and Control
We analyze Receding Horizon Games without any MPC-like terminal ingredients. We show that recursive feasibility can be inferred from the turnpike phenomenon under mild assumptions. Moreover, we prove sufficient conditions for practical asymptotic convergence of the closed-loop trajectories, and we discuss how the gap towards practical asymptotic stability may be closed. We use numerical examples to show that the closed-loop region of attraction around the steady-state GNE shrinks exponentially with the horizon length, a behavior previously known only for model predictive control. Further, we apply a linear end penalty and demonstrate in numerical simulations that it suppresses the leaving arc and ensures asymptotic convergence to the steady-state GNE.
title Towards Closed-loop Stability of Nonlinear Receding Horizon Games
topic Systems and Control
url https://arxiv.org/abs/2605.12467