Identifiability of cost parameters and dual values

Determine the identifiability of the cost parameters and optimal dual values from observed generalized Nash equilibrium policies in finite-horizon constrained linear quadratic Gaussian games.

Background

The paper provides a procedure for computing cost parameters and dual values consistent with an observed generalized Nash equilibrium, but the characterization can admit multiple solutions. The conclusion explicitly identifies the broader identifiability of both the cost parameters and dual values as a topic for future investigation.

References

Future work will investigate the identifiability of cost parameters and dual values, and extend the transferability analysis to constrained dynamic games.

— Inverse Linear Quadratic Gaussian Games: Constrained Setting and Transferability  (2609.29321 - Ren et al., 24 Sep 2026) in Section 7, Conclusion

Future work will investigate the identifiability of cost parameters and dual values, and extend the transferability analysis to constrained dynamic games.

— Inverse Linear Quadratic Gaussian Games: Constrained Setting and Transferability  (2609.29321 - Ren et al., 24 Sep 2026) in Section 7, Conclusion