
Puduru Viswanadha Reddy
Indian Institute of Technology Madras, India
Dynamic Games and Applications Seminar
Properties of guaranteed cost equilibrium in scalar infinite horizon linear quadratic differential games
Oct 30, 2025 11:00 AM — 12:00 PM (Montreal time)
Zoom webinar link
We consider infinite-horizon linear-quadratic differential games (LQDGs) with a state-feedback information structure and guaranteed cost equilibrium (GCE) as the solution concept. Once the players reach a GCE, no player has an incentive to deviate from the equilibrium strategy, as each has achieved a desired upper bound on her cost. In this work, we provide conditions for the existence of a GCE in scalar LQDGs and investigate the related welfare properties. Furthermore, we specialize these results to symmetric and two-player scenarios.
(with Aniruddha Roy)

