A bi-level optimization combining outer signaling strategy search with inner game-tree LQR solves approximate Nash equilibria for the informed player in LQ differential games at ~10 Hz.
State-constrained zero- sum differential games with one-sided information
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Fast Strategy Solving for the Informed Player in Two-Player Zero-Sum Linear-Quadratic Differential Games with One-Sided Information
A bi-level optimization combining outer signaling strategy search with inner game-tree LQR solves approximate Nash equilibria for the informed player in LQ differential games at ~10 Hz.