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 agents. Prior work on using partial observations to infer the costs in dynamic games assumes an open-loop information pattern. In this work, we demonstrate that the feedback Nash equilibrium concept is more expressive and encodes more complex behavior. It is desirable to develop specific tools for inferring players' objectives in feedback games. Therefore, we consider the dynamic game cost inference problem under the feedback information pattern, using only partial state observations and incomplete trajectory data. To this end, we first propose an inverse feedback game loss function, whose minimizer yields a feedback Nash equilibrium state trajectory closest to the observation data. We characterize the landscape and differentiability of the loss function. Given the difficulty of obtaining the exact gradient, our main contribution is an efficient gradient approximator, which enables a novel inverse feedback game solver that minimizes the loss using first-order optimization. In thorough empirical evaluations, we demonstrate that our algorithm converges reliably and has better robustness and generalization performance than the open-loop baseline method when the observation data reflects a group of players acting in a feedback Nash game.

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Decision-making in multi-player games can be extremely challenging, particularly under uncertainty. In this work, we propose a new sample-based approximation to a class of stochastic, general-sum, pure Nash games, where each player has an expected-value objective and a set of chance constraints. This new approximation scheme inherits the accuracy of objective approximation from the established sample average approximation (SAA) method and enjoys a feasibility guarantee derived from the scenario optimization literature. We characterize the sample complexity of this new game-theoretic approximation scheme, and observe that high accuracy usually requires a large number of samples, which results in a large number of sampled constraints. To accommodate this, we decompose the approximated game into a set of smaller games with few constraints for each sampled scenario, and propose a decentralized, consensus-based ADMM algorithm to efficiently compute a generalized Nash equilibrium (GNE) of the approximated game. We prove the convergence of our algorithm to a GNE and empirically demonstrate superior performance relative to a recent baseline algorithm based on ADMM and interior point method.

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Robots deployed to the real world must be able to interact with other agents in their environment. Dynamic game theory provides a powerful mathematical framework for modeling scenarios in which agents have individual objectives and interactions evolve over time. However, a key limitation of such techniques is that they require a priori knowledge of all players’ objectives. In this work, we address this issue by proposing a novel method for learning players’ objectives in continuous dynamic games from noise-corrupted, partial state observations. Our approach learns objectives by coupling the estimation of unknown cost parameters of each player with inference of unobserved states and inputs through Nash equilibrium constraints. By coupling past state estimates with future state predictions, our approach is amenable to simultaneous online learning and prediction in receding horizon fashion. We demonstrate our method in several simulated traffic scenarios in which we recover players’ preferences, for, e.g. desired travel speed and collision-avoidance behavior. Results show that our method reliably estimates game-theoretic models from noise-corrupted data that closely matches ground-truth objectives, consistently outperforming state-of-the-art approaches.

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Real-time data-driven optimization and control problems over networks, such as in traffic or energy systems, may require sensitive information of participating agents to calculate solutions and decision variables. Adversaries with access to coordination signals may potentially decode information on individual agents and put privacy at risk. We use the Inexact Alternating Minimization Algorithm to instantiate local differential privacy for distributed optimization, addressing situations in which individual agents need to protect their individual data, in the form of optimization parameters, from all other agents and any central authority. This mechanism allows agents to customize their own privacy level based on local needs and parameter sensitivities. The resulting algorithm works across a large family of convex distributed optimization problems. We implement the method on a distributed optimal power flow problem that aims to prevent overload on critical branches in a radial network.@en

In this paper some local stability results for an autonomous Long Short-Term Memory neural network model with respect to the origin are provided. In particular, it is shown through linearization that the local asymptotic stability conditions with respect to the origin only depend on one of the weight matrices. Simulations indicate that these local stability conditions greatly influence the behavior of the autonomous four-dimensional neural network in the region where each variable's values vary between minus one and one. Finally, some sufficient stability conditions for the nonlinear model are formulated as a convex program involving linear matrix inequalities.

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