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Inertia-Corrected Newton Method For Generalized Nash Equilibria in Dynamic Games with Optimality Verification
Newton methods efficiently find Generalized Nash Equilibria (GNE) in dynamic games by solving for the KKT necessary conditions. These methods are fast and can support multi-agent Model Predictive Control (MPC) for highly dynamic robots. However, a small KKT residual alone does not certify that the r
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