Jingtao Shi

An $\alpha$-Potential Game Approach to $N$-Player Stochastic Linear-Quadratic Differential Games

This paper studies $N$-player stochastic linear-quadratic (LQ) differential games from the perspective of $\alpha$-potential games. We first consider a closed-loop LQ game with multiplicative noise, where both the drift and the diffusion coefficients depend linearly on the state and the full control vector. For this mo...