A framework recovers cost parameters and noise scales in LQG differential games from trajectories via feedback strategy estimation, novel Riccati reformulation, and MLE, with simulations showing close trajectory matches.
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Inverse Linear-Quadratic Gaussian Differential Games
A framework recovers cost parameters and noise scales in LQG differential games from trajectories via feedback strategy estimation, novel Riccati reformulation, and MLE, with simulations showing close trajectory matches.