iLQGames.jl: Rapidly Designing and Solving Differential Games in Julia

Abstract: In many problems that involve multiple decision making agents, optimal choices for each agent depend on the choices of others. Differential game theory provides a principled formalism for expressing these coupled interactions and recent work offers efficient approximations to solve these problems to non-cooperative equilibria. iLQGames.jl is a framework for designing and solving differential games, built around the iterative linear-quadratic method. It is written in the Julia programming language to allow flexible prototyping and integration with other research software, while leveraging the high-performance nature of the language to allow real-time execution. The open-source software package can be found at https://github.com/lassepe/iLQGames.jl.