arXiv subjects

Puduru Viswanadha Reddy

Publications and source records attributed to Puduru Viswanadha Reddy.

13 recordsLinked to original sources

arXiv2026

Open-Loop Stackelberg LQ Difference Games with Coupled-Affine Inequality Constraints: An Exact OCP--LCS/LCQP Reformulation

In this letter, we study finite-horizon linear-quadratic Stackelberg difference games with coupled-affine state-control inequality constraints. Under the stated assumptions, we show that generalized open-loop Stackelberg equilibria admit an exact reformulation as an optimal control problem subject to a discrete-time linear complementarity system. Eliminating the dynamic variables yields a large-scale linear complementarity quadratic program, together with an explicit recovery map for the follower strategy. This reformulation enables the numerical computation of these equilibria. We illustrate the proposed approach using a constrained network-flow game.

math.OC↗

arXiv2026

Output Feedback Guaranteed Cost Equilibrium in Networked Multi-Agent Linear-Quadratic Difference Games

In this paper, we study infinite-horizon deterministic linear-quadratic difference games with an output feedback information structure. We consider linear time-invariant dynamics and quadratic cost functionals defined over an infinite horizon. We first demonstrate that computing an output feedback Nash equilibrium (OF-NE) in difference games is challenging, even for low-dimensional games. To address this difficulty, we introduce an output feedback guaranteed cost equilibrium (OF-GCE) for difference games. In an OF-GCE, each player seeks a feedback strategy that guarantees its cost remains below a prescribed bound while satisfying an equilibrium condition. We derive necessary and sufficient conditions for the existence of an OF-GCE in terms of the solvability of a set of coupled bilinear matrix inequalities. We provide a linear matrix inequality-based iterative algorithm for synthesizing OF-GCE strategies. We further show that the state feedback GCE (SF-GCE) is a special case of the OF-GCE when players have complete state information. Numerical examples illustrate the effectiveness of the proposed approach.

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arXiv2026

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

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.

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arXiv2025

Feedback Stackelberg-Nash equilibria in difference games with quasi-hierarchical interactions and inequality constraints

In this paper, we study a class of two-player deterministic finite-horizon difference games with coupled inequality constraints, where each player has two types of decision variables: one involving sequential interactions and the other simultaneous interactions. We refer to this class of games as quasi-hierarchical dynamic games and define a solution concept called the feedback Stackelberg-Nash (FSN) equilibrium. Under separability assumption on cost functions, we provide a recursive formulation of the FSN solution using dynamic programming. We show that the FSN solution can be derived from the parametric feedback Stackelberg solution of an associated unconstrained game involving only sequential interactions, with a specific choice of the parameters that satisfy certain implicit complementarity conditions. For the linear-quadratic case, we show that an FSN solution is obtained by reformulating these complementarity conditions as a single large-scale linear complementarity problem. Finally, we illustrate our results using a dynamic duopoly game with production constraints.

math.OC↗

arXiv2025

Linear-quadratic mean-field-type difference games with coupled affine inequality constraints

In this letter, we study a class of linear-quadratic mean-field-type difference games with coupled affine inequality constraints. We show that the mean-field-type equilibrium can be characterized by the existence of a multiplier process which satisfies some implicit complementarity conditions. Further, we show that the equilibrium strategies can be computed by reformulating these conditions as a single large-scale linear complementarity problem. We illustrate our results with an energy storage problem arising in the management of microgrids.

math.OC↗

arXiv2025

Generalized open-loop Nash equilibria in linear-quadratic difference games with coupled-affine inequality constraints

In this note, we study a class of deterministic finite-horizon linear-quadratic difference games with coupled affine inequality constraints involving both state and control variables. We show that the necessary conditions for the existence of generalized open-loop Nash equilibria in this game class lead to two strongly coupled discrete-time linear complementarity systems. Subsequently, we derive sufficient conditions by establishing an equivalence between the solutions of these systems and convexity of the players' objective functions. These conditions are then reformulated as a solution to a linear complementarity problem, providing a numerical method to compute these equilibria. We illustrate our results using a network flow game with constraints.

math.OC↗

arXiv2024

Soft-constrained output feedback guaranteed cost equilibria in infinite-horizon uncertain linear-quadratic differential games

In this paper, we study infinite-horizon linear-quadratic uncertain differential games with an output feedback information structure. We assume linear time-invariant nominal dynamics influenced by deterministic external disturbances, and players' risk preferences are expressed by a soft-constrained quadratic cost criterion over an infinite horizon. We demonstrate that the conditions available in the literature for the existence of a soft-constrained output feedback Nash equilibrium (SCONE) are too stringent to satisfy, even in low-dimensional games. To address this issue, using ideas from suboptimal control, we introduce the concept of a soft-constrained output feedback guaranteed cost equilibrium (SCOGCE). At an SCOGCE, the players' worst-case costs are upper-bounded by a specified cost profile while maintaining an equilibrium property. We show that SCOGCE strategies form a larger class of equilibrium strategies; that is, whenever an SCONE exists, it is also an SCOGCE. We demonstrate that sufficient conditions for the existence of SCOGCE are related to the solvability of a set of coupled bi-linear matrix inequalities. Using semi-definite programming relaxations, we provide linear matrix inequality-based iterative algorithms for the synthesis of SCOGCE strategies. Finally, we illustrate the performance of SCOGCE controllers with numerical examples.

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arXiv2024

Optimal Role Assignment for Multiplayer Reach-Avoid Differential Games in 3D Space

In this article an $n$-pursuer versus $m$-evader reach-avoid differential game in 3D space is studied. A team of evaders aim to reach a stationary target while avoiding capture by a team of pursuers. The multiplayer scenario is formulated in a differential game framework. This article provides an optimal solution for the particular case of $n=m=1$ and extends it to a more general scenario of $n\geq m$ via an optimal role assignment algorithm based on a linear program. Consequently, the pursuer and the evader winning regions, and the Value of the game are analytically characterized providing optimal strategies of the players in state feedback form.

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arXiv2022

Dynamic network analysis of a target defense differential game with limited observations

In this paper, we study a Target-Attacker-Defender (TAD) differential game involving one attacker, one target and multiple defenders. We consider two variations where (a) the attacker and the target have unlimited observation range and the defenders are visibility constrained (b) only the attacker has unlimited observation range and the remaining players are visibility constrained. We model the players' interactions as a dynamic game with asymmetric information. Here, the visibility constraints of the players induce a visibility network which encapsulates the visibility information during the evolution of the game. Based on this observation, we introduce network adapted feedback or implementable strategies for visibility constrained players. Using inverse game theory approach we obtain network adapted feedback Nash equilibrium strategies. We introduce a consistency criterion for selecting a subset (or refinement) of network adapted feedback Nash strategies, and provide an optimization based approach for computing them. Finally, we illustrate our results with numerical experiments.

eess.SY↗

arXiv2022

Open-loop and feedback Nash equilibrium in scalar linear-state differential games with impulse control

We consider a two-player linear-state differential game, where one player intervenes continuously in the game, while the other implements an impulse control. When the impulse instants are exogenous, we obtain the classical result in linear-state differential games that open-loop and feedback Nash equilibria coincide. When the impulse instants are endogenous, we show that this result no longer holds. In particular, the two equilibria are different. We show that the impulse level is a constant in both equilibria. More importantly, in the open-loop case, we show that the equilibrium number of impulses is at most one, while there can be at most two impulses in the feedback case.

math.OC↗

arXiv2021

Feedback Nash Equilibria in Differential Games with Impulse Control

We study a class of deterministic finite-horizon two-player nonzero-sum differential games where players are endowed with different kinds of controls. We assume that Player 1 uses piecewise-continuous controls, while Player 2 uses impulse controls. For this class of games, we seek to derive conditions for the existence of feedback Nash equilibrium strategies for the players. More specifically, we provide a verification theorem for identifying such equilibrium strategies, using the Hamilton-Jacobi-Bellman (HJB) equations for Player 1 and the quasi-variational inequalities (QVIs) for Player 2. Further, we show that the equilibrium number of interventions by Player 2 is upper bounded. Furthermore, we specialize the obtained results to a scalar two-player linear-quadratic differential game. In this game, Player 1's objective is to drive the state variable towards a specific target value, and Player 2 has a similar objective with a different target value. We provide, for the first time, an analytical characterization of the feedback Nash equilibrium in a linear-quadratic differential game with impulse control. We illustrate our results using numerical experiments.

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arXiv2021

Open-loop potential difference games with inequality constraints

Static potential games are non-cooperative games which admit a fictitious function, also referred to as a potential function, such that the minimizers of this function constitute a subset (or a refinement) of the Nash equilibrium strategies of the associated non-cooperative game. In this paper, we study a class $N$-player non-zero sum difference games with inequality constraints which admit a potential game structure. In particular, we provide conditions for the existence of an optimal control problem (with inequality constraints) such that the solution of this problem yields an open-loop Nash equilibrium strategy of the corresponding dynamic non-cooperative game (with inequality constraints). Further, we provide a way to construct potential functions associated with this optimal control problem. We specialize our general results to a linear-quadratic setting and provide a linear complementarity problem-based approach for computing the refinements of the open-loop Nash equilibria. We illustrate our results with an example inspired by energy storage incentives in a smart grid.

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arXiv2012

Lyapunov stochastic stability and control of robust dynamic coalitional games with transferable utilities

This paper considers a dynamic game with transferable utilities (TU), where the characteristic function is a continuous-time bounded mean ergodic process. A central planner interacts continuously over time with the players by choosing the instantaneous allocations subject to budget constraints. Before the game starts, the central planner knows the nature of the process (bounded mean ergodic), the bounded set from which the coalitions' values are sampled, and the long run average coalitions' values. On the other hand, he has no knowledge of the underlying probability function generating the coalitions' values. Our goal is to find allocation rules that use a measure of the extra reward that a coalition has received up to the current time by re-distributing the budget among the players. The objective is two-fold: i) guaranteeing convergence of the average allocations to the core (or a specific point in the core) of the average game, ii) driving the coalitions' excesses to an a priori given cone. The resulting allocation rules are robust as they guarantee the aforementioned convergence properties despite the uncertain and time-varying nature of the coaltions' values. We highlight three main contributions. First, we design an allocation rule based on full observation of the extra reward so that the average allocation approaches a specific point in the core of the average game, while the coalitions' excesses converge to an a priori given direction. Second, we design a new allocation rule based on partial observation on the extra reward so that the average allocation converges to the core of the average game, while the coalitions' excesses converge to an a priori given cone. And third, we establish connections to approachability theory and attainability theory.

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