Receding horizon games without MPC-style terminal costs achieve practical asymptotic convergence to steady-state GNE via the turnpike property, with a linear end penalty ensuring asymptotic stability in simulations.
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Economic nonlinear model predictive control
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Towards Closed-loop Stability of Nonlinear Receding Horizon Games
Receding horizon games without MPC-style terminal costs achieve practical asymptotic convergence to steady-state GNE via the turnpike property, with a linear end penalty ensuring asymptotic stability in simulations.