arXiv · 2605.12467
Towards Closed-loop Stability of Nonlinear Receding Horizon Games
Abstract
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.
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Sophie Hall, Florian Dörfler, Timm Faulwasser. 2026-05-12. Towards Closed-loop Stability of Nonlinear Receding Horizon Games. https://arxiv.org/abs/2605.12467
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