Related papers: Solution Sets for Inverse Infinite-Horizon Linear-…
Robots and autonomous systems must interact with one another and their environment to provide high-quality services to their users. Dynamic game theory provides an expressive theoretical framework for modeling scenarios involving multiple…
In this work, we propose novel offline and online Inverse Differential Game (IDG) methods for nonlinear Differential Games (DG), which identify the cost functions of all players from control and state trajectories constituting a feedback…
In multi-agent dynamic games, the Nash equilibrium state trajectory of each agent is determined by its cost function and the information pattern of the game. However, the cost and trajectory of each agent may be unavailable to the other…
This paper aims to formulate and study the inverse problem of non-cooperative linear quadratic games: Given a profile of control strategies, find cost parameters for which this profile of control strategies is Nash. We formulate the problem…
In this paper, we study a class of two-player deterministic finite-horizon difference games with coupled inequality constraints, where each player has two types of decision variables: one involving sequential interactions and the other…
We investigate a novel finite-horizon linear-quadratic (LQ) feedback dynamic potential game with a priori unknown cost matrices played between two players. The cost matrices are revealed to the players sequentially, with the potential for…
This paper is concerned with a finite-horizon inverse control problem, which has the goal of reconstructing, from observations, the possibly non-convex and non-stationary cost driving the actions of an agent. In this context, we present a…
This paper is concerned with two-person mean-field linear-quadratic non-zero sum stochastic differential games in an infinite horizon. Both open-loop and closed-loop Nash equilibria are introduced. Existence of an open-loop Nash equilibrium…
We study a setting in which two players play a (possibly approximate) Nash equilibrium of a bimatrix game, while a learner observes only their actions and has no knowledge of the equilibrium or the underlying game. A natural question is…
In this work, we propose, for the first time, a reinforcement learning framework specifically designed for zero-sum linear-quadratic stochastic differential games. This approach offers a generalized solution for scenarios in which accurate…
This paper is concerned with a linear-quadratic non-zero sum differential game with asymmetric delayed information. To be specific, two players exist time delays simultaneously which are different, leading the dynamical system being an…
Nash equilibria provide a principled framework for modeling interactions in multi-agent decision-making and control. However, many equilibrium-seeking methods implicitly assume that each agent has access to the other agents' objectives and…
This paper considers the problem of inverse reinforcement learning in zero-sum stochastic games when expert demonstrations are known to be not optimal. Compared to previous works that decouple agents in the game by assuming optimality in…
This paper develops a predictive compensation framework for finite-horizon, discrete-time linear quadratic dynamic games subject to Gauss-Markov execution deviations from feedback Nash strategies. One player's control is corrupted by…
The inverse linear-quadratic optimal control problem is a system identification problem whose aim is to recover the quadratic cost function and hence the closed-loop system matrices based on observations of optimal trajectories. In this…
A growing number of machine learning architectures, such as Generative Adversarial Networks, rely on the design of games which implement a desired functionality via a Nash equilibrium. In practice these games have an implicit complexity…
We consider stochastic differential games with $N$ nearly identical players, linear-Gaussian dynamics, and infinite horizon discounted quadratic cost. Admissible controls are feedbacks for which the system is ergodic. We first study the…
We study a class of deterministic finite-horizon two-player nonzero-sum differential games where players are endowed with different kinds of controls. We assume that Player 1 uses piecewise-continuous controls, while Player 2 uses impulse…
We consider a multi-player stochastic differential game with linear McKean-Vlasov dynamics and quadratic cost functional depending on the variance and mean of the state and control actions of the players in open-loop form. Finite and…
In this paper we study a discrete-time semidiscretization and a fully discretization (discrete-time, discrete-state) of an infinite time horizon noncooperative $N$-player differential game. We prove that as either the discretization time…