Linearly Solvable Continuous-Time General-Sum Stochastic Differential Games

arXiv:2604.07479 · math.OC, cs.GT, cs.SY, econ.TH, eess.SY · Submitted 2026-04-08 · Read on arXiv

math.OC, cs.GT, cs.SY, econ.TH, eess.SY

Submitted: 2026-04-08

Updated: 2026-09-23

Terminology

• Nash Equilibrium — 8× in this paper · explained in 2 episodes
• Aggregation — 2× in this paper · explained in 1 episode
• Curse of Dimensionality — 2× in this paper · explained in 6 episodes
• IEEE Conference on Decision and Control — 2× in this paper
• Benchmark — 1× in this paper · explained in 2 episodes

Sources

• Decentralized Safe Multi-agent Stochastic Optimal Control using Deep FBSDEs and ADMM

Related papers

• Lions and Muons: Optimization via Stochastic Frank-Wolfe under Heavy-Tailed Noise
• Adam-HNAG: A Convergent Reformulation of Adam with Accelerated Rate
• Incremental Learning in Mirror Flows
• Online Control via Counterfactual Tracking
• Asynchronous Replanning in Two Population Linear Quadratic Mean Field Games: Information Requirements and Stability
• Petrov-Galerkin operator inference with application to stability-encouraging identification