One-sided adaptation for infinite-horizon linear quadratic N-person nonzero-sum dynamic games

In this paper, we consider a class of infinite-horizon discrete-time linear quadratic N-person games, in which one of the players lack the complete information of the game. With the assumptions on perfect state information pattern and steady state feedback strategies, we convert the original game problem into a multivariable adaptive control problem by taking use of the concept of fictitious play and the scheme of adaptive control. For the proposed adjustment procedure, we prove that each element of the estimates converges to its corresponding true value under the condition of persistent excitation.