A Sequential Quadratic Programming Approach to the Solution of Open-Loop Generalized Nash Equilibria
Edward L. Zhu,Francesco Borrelli,Edward L. Zhu,Francesco Borrelli
In this work, we propose a numerical method for the solution of local generalized Nash equilibria (GNE) for the class of open-loop general-sum dynamic games for agents with nonlinear dynamics and constraints. In particular, we formulate a sequential quadratic programming (SQP) approach which requires only the solution of a single convex quadratic program at each iteration and is locally convergent...
