TY - GEN
T1 - Equilibrium Seeking in Two-Agent Non-Cooperative Dynamic Game with Asymmetric Horizon Length
AU - Tanaka, Taichi
AU - Wasa, Yasuaki
AU - Hayakawa, Tomohisa
N1 - Funding Information:
This work was supported in part by JSPS KAKENHI 21K04117, 21H00717.
Publisher Copyright:
© 2022 ACA.
PY - 2022
Y1 - 2022
N2 - This paper investigates equilibrium and stability analysis in a two-agent non-cooperative dynamic game. Almost all existing papers handling finite-horizon dynamic games assume the common prediction horizon length, whereas this paper considers an asymmetric length case due to differences in personal values. We thus propose two possible control strategies without the knowledge of the other agent's horizon information through a linear-quadratic game. One of the proposed control strategies is the receding horizon control based on an open-loop Nash equilibrium with the common horizon case. The other is an iterative optimization-based control with each agent estimating the other's feedback gain from the state information. We also discuss the effectiveness of the proposed strategies and the stability condition of the corresponding closed-loop systems through numerical examples.
AB - This paper investigates equilibrium and stability analysis in a two-agent non-cooperative dynamic game. Almost all existing papers handling finite-horizon dynamic games assume the common prediction horizon length, whereas this paper considers an asymmetric length case due to differences in personal values. We thus propose two possible control strategies without the knowledge of the other agent's horizon information through a linear-quadratic game. One of the proposed control strategies is the receding horizon control based on an open-loop Nash equilibrium with the common horizon case. The other is an iterative optimization-based control with each agent estimating the other's feedback gain from the state information. We also discuss the effectiveness of the proposed strategies and the stability condition of the corresponding closed-loop systems through numerical examples.
KW - asymmetric horizon length
KW - dynamic game
KW - equilibrium seeking
KW - iterative optimization
KW - Nash equilibrium
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U2 - 10.23919/ASCC56756.2022.9828193
DO - 10.23919/ASCC56756.2022.9828193
M3 - Conference contribution
AN - SCOPUS:85135616651
T3 - ASCC 2022 - 2022 13th Asian Control Conference, Proceedings
SP - 2286
EP - 2291
BT - ASCC 2022 - 2022 13th Asian Control Conference, Proceedings
PB - Institute of Electrical and Electronics Engineers Inc.
T2 - 13th Asian Control Conference, ASCC 2022
Y2 - 4 May 2022 through 7 May 2022
ER -