Iterative Stackelberg equilibrium finding for linear quadratic differential games
Benita Nortmann, Pranoy Das, Vijay Kumar Gupta, Thulasi Mylvaganam · Automatica · 2025
We propose two iterative methods to determine a linear feedback Stackelberg equilibrium solution in two-player linear quadratic differential games between a leader and a follower. The update laws involve the solution of Lyapunov or Riccati equations. Conditions for recursive feasibility and local convergence of the update laws are analysed and illustrated via numerical examples.