Douglas-Rachford splitting applied to affine VIs from linear-quadratic dynamic games yields linear convergence and local closed-form solutions near the attractor.
Constructive design of open-loop nash equilibrium strategies that admit a feedback synthesis in lq games
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A Douglas-Rachford Splitting Method for Solving Monotone Variational Inequalities in Linear-quadratic Dynamic Games
Douglas-Rachford splitting applied to affine VIs from linear-quadratic dynamic games yields linear convergence and local closed-form solutions near the attractor.