Game-Theoretic Control with Constrained Potential Surgery
Authors: Zhiyuan Zhang, Panagiotis Tsiotras
Organizations: School of Aerospace Engineering, Institute for Robotics and Intelligent Machines, Georgia Institute of Technology, Atlanta, GA 30332, USA
Constrained general-sum dynamic games are a popular formulation for highly interactive multi-agent planning problems. In recent years, Generalized Nash Equilibrium (GNE) solvers have achieved real-time performance for small dynamic games. However, solution speed still remains a bottleneck, and controlling even a small number of agents (e.g., more than four) in a dynamic task remains elusive. In addition, Newton solvers that focus on the first-order conditions are vulnerable to non-Nash saddle points, limiting the usefulness of the provided solution. In this work, we propose a fast and versatile interior point solver for constrained dynamic games, along with a computationally efficient second-order correction that increases the probability of converging to a local GNE solution in constrained dynamic games. The performance of the proposed method is evaluated on numerical benchmarks and a physical experiment involving scaled race cars.
Figures & tables
Fig. 1 : Time-lapse of a solution to the 8-car merging game. Cars merge to the upper lane while maintaining safety distances.
Fig. 2 : Average runtime comparison of baseline and proposed algorithms.
Fig. 3 : Convergence ratio of proposed algorithms.
Fig. 4 : Optimality ratio of the converged simulations.
Fig. 5 : Snapshots of a three-car overtake during the experiment.
Newton methods efficiently find Generalized Nash Equilibria (GNE) in dynamic games by solving for the KKT necessary conditions. These methods are fast and can support multi-agent Model Predictive Control (MPC) for highly dynamic robots. However, a small KKT residual alone does not certify that the returned solution satisfies the second-order sufficient conditions for a local GNE. In this paper, we propose an efficient numerical method to verify the second-order sufficient conditions (SOSC) for a local GNE. We connect the inertia of the agent KKT matrix with the positive definiteness of the reduced Hessian of the cost function, projected onto the null space of the constraints. Furthermore, we introduce an inertia-corrected update step that improves convergence to local GNEs by destabilizing strict saddle points with weak cross-agent coupling. Our main contribution is a fast Newton solver for Constrained Dynamic Games that provides efficient optimality checking. Through numerical benchmarks, we demonstrate the proposed solver's runtime and convergence performance in practical multi-agent planning problems. We also validate the solver's real-time capabilities in physical experiments using a platform of miniature autonomous race cars.
Zhiyuan Zhang, Panagiotis Tsiotras
School of Aerospace Engineering, Institute for Robotics and Intelligent Machines, Georgia Institute of Technology, Atlanta, GA 30332, USA
Solving multi-agent optimal control problems in aerospace such as pursuit-evasion and contested space operations can be modeled as non-convex differential games for which, there are limited algorithms. In this work, a relaxation of generalized Nash Equilibrium problems (GNEPs) to exclude inter-agent control coupling in dynamics, which is representative of many multi-agent systems is introduced. The main contribution is an algorithm for solving a broad class of differential games named FALCON: Fast Augmented Lagrangian Convexification for Open-loop Nash equilibria is presented. Methodologically, sequential convex programming (SCP) is utilized to create tractable convex sub-games which can then be solved via standard convex programming methods involving a potential game reformulation. FALCON is demonstrated to have global convergence guarantees to an open-loop Nash equilibrium for non-convex differential games under mild assumptions. This is numerically shown through both cooperative and competitive differential games.
We consider cooperative and iterative tasks involving multiple agents whose interactions are modeled as a dynamic game with shared constraints. We propose a general learning framework applicable to nonlinear and nonconvex dynamic games that uses previously executed feasible trajectories to construct a sampled joint safe set and player-specific cost-to-go functions. At each time step, the agents jointly select a previously sampled terminal state and a Generalized Nash equilibrium used to reach it. A new solution is adopted only if it satisfies a cooperative acceptance rule agreed upon by the players. The framework accommodates individual non-degradation requirements and selection criteria such as weighted costs and Nash bargaining. We show that the proposed framework guarantees recursive feasibility and characterize conditions under which each player's cost is non-increasing across iterations.