Inverse Noncooperative Differential Games

In this chapter, we generalize and extend the continuous-time inverse optimal control methods results of Chap. 4 to noncooperative differential games. As in case (discrete-time) dynamic games considered 5, examine problems involving computation parameters player cost functionals given whole or truncated state trajectories that are constitute open-loop feedback Nash equilibria. We present for solving these exploit either bilevel optimization conditions existence equilibria derived from minimum principles. For equilibria, show minimum-principle reduce linear quadratic programs under certain parameterizations class functionals. also establish which yield unique each player. highlight difficulty pursuing equilibrium solution concept. Finally, provide a method associated uniqueness special infinite-horizon linear-quadratic