Policy Gradient Convergence in Potential Linear-Quadratic Games with Decoupled Dynamics
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Publication:6437568
Abstract: This paper explores the potential game properties of the non-cooperative finite-horizon general-sum Linear Quadratic (LQ) game. We show that a general LQ game is potential if and only if it is an identical interest game. Based on this result, we restrict the class of LQ games to those with decoupled agent dynamics and information structure. For this restricted subset, we derive conditions under which the game is potential. Furthermore, for the identified subset, we prove the convergence of policy gradient to a Nash equilibrium.
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