arXiv subjects

David Fridovich-Keil

Publications and source records attributed to David Fridovich-Keil.

At least 73 records · Page 4Linked to original sources

arXiv2025

Approximate Feedback Nash Equilibria with Sparse Inter-Agent Dependencies

Feedback Nash equilibrium strategies in multi-agent dynamic games require availability of all players' state information to compute control actions. However, in real-world scenarios, sensing and communication limitations between agents make full state feedback expensive or impractical, and such strategies can become fragile when state information from other agents is inaccurate. To this end, we propose a regularized dynamic programming approach for finding sparse feedback policies that selectively depend on the states of a subset of agents in dynamic games. The proposed approach solves convex adaptive group Lasso problems to compute sparse policies approximating Nash equilibrium solutions. We prove the regularized solutions' asymptotic convergence to a neighborhood of Nash equilibrium policies in linear-quadratic (LQ) games. Further, we extend the proposed approach to general non-LQ games via an iterative algorithm. Simulation results in multi-robot interaction scenarios show that the proposed approach effectively computes feedback policies with varying sparsity levels. When agents have noisy observations of other agents' states, simulation results indicate that the proposed regularized policies consistently achieve lower costs than standard Nash equilibrium policies by up to 77% for all interacting agents whose costs are coupled with other agents' states.

cs.GT↗

arXiv2025

The computation of approximate feedback Stackelberg equilibria in multi-player nonlinear constrained dynamic games

Solving feedback Stackelberg games with nonlinear dynamics and coupled constraints, a common scenario in practice, presents significant challenges. This work introduces an efficient method for computing approximate local feedback Stackelberg equilibria in multi-player general-sum dynamic games, with continuous state and action spaces. Different from existing (approximate) dynamic programming solutions that are primarily designed for unconstrained problems, our approach involves reformulating a feedback Stackelberg dynamic game into a sequence of nested optimization problems, enabling the derivation of Karush-Kuhn-Tucker (KKT) conditions and the establishment of a second-order sufficient condition for local feedback Stackelberg equilibria. We propose a Newton-style primal-dual interior point method for solving constrained linear quadratic (LQ) feedback Stackelberg games, offering provable convergence guarantees. Our method is further extended to compute local feedback Stackelberg equilibria for more general nonlinear games by iteratively approximating them using LQ games, ensuring that their KKT conditions are locally aligned with those of the original nonlinear games. We prove the exponential convergence of our algorithm in constrained nonlinear games. In a feedback Stackelberg game with nonlinear dynamics and (nonconvex) coupled costs and constraints, our experimental results reveal the algorithm's ability to handle infeasible initial conditions and achieve exponential convergence towards an approximate local feedback Stackelberg equilibrium.

math.OC↗

arXiv2025

A Framework for Finding Local Saddle Points in Two-Player Zero-Sum Black-Box Games

Saddle point optimization is a critical problem employed in numerous real-world applications, including portfolio optimization, generative adversarial networks, and robotics. It has been extensively studied in cases where the objective function is known and differentiable. Existing work in black-box settings with unknown objectives that can only be sampled either assumes convexity-concavity in the objective to simplify the problem or operates with noisy gradient estimators. In contrast, we introduce a framework inspired by Bayesian optimization which utilizes Gaussian processes to model the unknown (potentially nonconvex-nonconcave) objective and requires only zeroth-order samples. Our approach frames the saddle point optimization problem as a two-level process which can flexibly integrate existing and novel approaches to this problem. The upper level of our framework produces a model of the objective function by sampling in promising locations, and the lower level of our framework uses the existing model to frame and solve a general-sum game to identify locations to sample. This lower level procedure can be designed in complementary ways, and we demonstrate the flexibility of our approach by introducing variants which appropriately trade off between factors like runtime, the cost of function evaluations, and the number of available initial samples. We experimentally demonstrate these algorithms on synthetic and realistic datasets in black-box nonconvex-nonconcave settings, showcasing their ability to efficiently locate local saddle points in these contexts.

cs.LG↗

arXiv2025

More Information is Not Always Better: Connections between Zero-Sum Local Nash Equilibria in Feedback and Open-Loop Information Patterns

Non-cooperative dynamic game theory provides a principled approach to modeling sequential decision-making among multiple noncommunicative agents. A key focus has been on finding Nash equilibria in two-agent zero-sum dynamic games under various information structures. A well-known result states that in linear-quadratic games, unique Nash equilibria under feedback and open-loop information structures yield identical trajectories. Motivated by two key perspectives -- (i) many real-world problems extend beyond linear-quadratic settings and lack unique equilibria, making only local Nash equilibria computable, and (ii) local open-loop Nash equilibria (OLNE) are easier to compute than local feedback Nash equilibria (FBNE) -- it is natural to ask whether a similar result holds for local equilibria in zero-sum games. To this end, we establish that for a broad class of zero-sum games with potentially nonconvex-nonconcave objectives and nonlinear dynamics: (i) the state/control trajectory of a local FBNE satisfies local OLNE first-order optimality conditions, and vice versa, (ii) a local FBNE trajectory satisfies local OLNE second-order necessary conditions, (iii) a local FBNE trajectory satisfying feedback sufficiency conditions also constitutes a local OLNE, and (iv) with additional hard constraints on agents' actuations, a local FBNE where strict complementarity holds also satisfies local OLNE first-order optimality conditions, and vice versa.

cs.GT↗

arXiv2025

A Convex Formulation of Game-theoretic Hierarchical Routing

Hierarchical decision-making is a natural paradigm for coordinating multi-agent systems in complex environments such as air traffic management. In this paper, we present a bilevel framework for game-theoretic hierarchical routing, where a high-level router assigns discrete routes to multiple vehicles who seek to optimize potentially noncooperative objectives that depend upon the assigned routes. To address computational challenges, we propose a reformulation that preserves the convexity of each agent's feasible set. This convex reformulation enables a solution to be identified efficiently via a customized branch-and-bound algorithm. Our approach ensures global optimality while capturing strategic interactions between agents at the lower level. We demonstrate the solution concept of our framework in two-vehicle and three-vehicle routing scenarios.

cs.MA↗

arXiv2024

Learning to Walk from Three Minutes of Real-World Data with Semi-structured Dynamics Models

Traditionally, model-based reinforcement learning (MBRL) methods exploit neural networks as flexible function approximators to represent $\textit{a priori}$ unknown environment dynamics. However, training data are typically scarce in practice, and these black-box models often fail to generalize. Modeling architectures that leverage known physics can substantially reduce the complexity of system-identification, but break down in the face of complex phenomena such as contact. We introduce a novel framework for learning semi-structured dynamics models for contact-rich systems which seamlessly integrates structured first principles modeling techniques with black-box auto-regressive models. Specifically, we develop an ensemble of probabilistic models to estimate external forces, conditioned on historical observations and actions, and integrate these predictions using known Lagrangian dynamics. With this semi-structured approach, we can make accurate long-horizon predictions with substantially less data than prior methods. We leverage this capability and propose Semi-Structured Reinforcement Learning ($\texttt{SSRL}$) a simple model-based learning framework which pushes the sample complexity boundary for real-world learning. We validate our approach on a real-world Unitree Go1 quadruped robot, learning dynamic gaits -- from scratch -- on both hard and soft surfaces with just a few minutes of real-world data. Video and code are available at: https://sites.google.com/utexas.edu/ssrl

cs.RO↗

arXiv2024

Improving DeFi Mechanisms with Dynamic Games and Optimal Control: A Case Study in Stablecoins

Stablecoins are a class of cryptocurrencies which aim at providing consistency and predictability, typically by pegging the token's value to that of a real world asset. Designing resilient decentralized stablecoins is a challenge, and prominent stablecoins today either (i) give up on decentralization, or (ii) rely on user-owned cryptocurrencies as collateral, exposing the token to exogenous price fluctuations. In this latter category, it is increasingly common to employ algorithmic mechanisms to automate risk management, helping maintain the peg. One example of this is Reflexer's RAI, which adapts its system-internal exchange rate (redemption price) to secondary market conditions according to a proportional control law. In this paper, we take this idea of active management a step further, and introduce a new kind of control scheme based on a Stackelberg game model between the token protocol and its users. By doing so, we show that (i) we can mitigate adverse depeg events that inevitably arise in a fixed-redemption scheme such as MakerDao's DAI and (ii) generally outperform a simpler, adaptive-redemption scheme such as RAI in the task of targeting a desired market price. We demonstrate these results through extensive simulations over a range of market conditions.

cs.GT↗

arXiv2024

Smooth Information Gathering in Two-Player Noncooperative Games

We present a mathematical framework for modeling two-player noncooperative games in which one player is uncertain of the other player's costs but can preemptively allocate information-gathering resources to reduce this uncertainty. We refer to the players as the uncertain player (UP) and the certain player (CP), respectively. We obtain UP's decisions by solving a two-stage problem where, in Stage 1, UP allocates information-gathering resources that smoothly transform the information structure in the second stage. Then, in Stage 2, a signal (that is, a function of the Stage 1 allocation) informs UP about CP's costs, and both players execute strategies which depend upon the signal's value. This framework allows for a smooth resource allocation, in contrast to existing literature on the topic. We also identify conditions under which the gradient of UP's overall cost with respect to the information-gathering resources is well-defined. Then we provide a gradient-based algorithm to solve the two-stage game. Finally, we apply our framework to a tower-defense game which can be interpreted as a variant of a Colonel Blotto game with smooth payoff functions and uncertainty over battlefield valuations. We include an analysis of how optimal decisions shift with changes in information-gathering allocations and perturbations in the cost functions.

cs.GT↗

arXiv2024

Active Inverse Learning in Stackelberg Trajectory Games

Game-theoretic inverse learning is the problem of inferring a player's objectives from their actions. We formulate an inverse learning problem in a Stackelberg game between a leader and a follower, where each player's action is the trajectory of a dynamical system. We propose an active inverse learning method for the leader to infer which hypothesis among a finite set of candidates best describes the follower's objective function. Instead of using passively observed trajectories like existing methods, we actively maximize the differences in the follower's trajectories under different hypotheses by optimizing the leader's control inputs. Compared with uniformly random inputs, the optimized inputs accelerate the convergence of the estimated probability of different hypotheses conditioned on the follower's trajectory. We demonstrate the proposed method in a receding-horizon repeated trajectory game and simulate the results using virtual TurtleBots in Gazebo.

cs.GT↗

arXiv2024

Symbolic Regression on Sparse and Noisy Data with Gaussian Processes

In this paper, we address the challenge of deriving dynamical models from sparse and noisy data. High-quality data is crucial for symbolic regression algorithms; limited and noisy data can present modeling challenges. To overcome this, we combine Gaussian process regression with a sparse identification of nonlinear dynamics (SINDy) method to denoise the data and identify nonlinear dynamical equations. Our approach GPSINDy offers improved robustness with sparse, noisy data compared to SINDy alone. We demonstrate its effectiveness on simulation data from Lotka-Volterra and unicycle models and hardware data from an NVIDIA JetRacer system. We show superior performance over baselines including more than 50% improvement over SINDy and other baselines in predicting future trajectories from noise-corrupted and sparse 5 Hz data.

cs.LG↗

arXiv2024

Sensing Resource Allocation Against Data-Poisoning Attacks in Traffic Routing

Data-poisoning attacks can disrupt the efficient operations of transportation systems by misdirecting traffic flows via falsified data. One challenge in countering these attacks is to reduce the uncertainties on the types of attacks, such as the distribution of their targets and intensities. We introduce a resource allocation method in transportation networks to detect and distinguish different types of attacks and facilitate efficient traffic routing. The idea is to first cluster different types of attacks based on the corresponding optimal routing strategies, then allocate sensing resources to a subset of network links to distinguish attacks from different clusters via lexicographical mixed-integer programming. We illustrate the application of the proposed method using the Anaheim network, a benchmark model in traffic routing that contains more than 400 nodes and 900 links.

math.OC↗

arXiv2024

Inferring Occluded Agent Behavior in Dynamic Games from Noise Corrupted Observations

In mobile robotics and autonomous driving, it is natural to model agent interactions as the Nash equilibrium of a noncooperative, dynamic game. These methods inherently rely on observations from sensors such as lidars and cameras to identify agents participating in the game and, therefore, have difficulty when some agents are occluded. To address this limitation, this paper presents an occlusion-aware game-theoretic inference method to estimate the locations of potentially occluded agents, and simultaneously infer the intentions of both visible and occluded agents, which best accounts for the observations of visible agents. Additionally, we propose a receding horizon planning strategy based on an occlusion-aware contingency game designed to navigate in scenarios with potentially occluded agents. Monte Carlo simulations validate our approach, demonstrating that it accurately estimates the game model and trajectories for both visible and occluded agents using noisy observations of visible agents. Our planning pipeline significantly enhances navigation safety when compared to occlusion-ignorant baseline as well.

cs.MA↗

arXiv2024

Game-theoretic Occlusion-Aware Motion Planning: an Efficient Hybrid-Information Approach

We present a novel algorithm for game-theoretic trajectory planning, tailored for settings in which agents can only observe one another in specific regions of the state space. Such problems arise naturally in the context of multi-robot navigation, where occlusions due to environment geometry naturally mask agents' view of one another. In this paper, we formalize these settings as dynamic games with a hybrid information structure, which interleaves so-called "open-loop" periods (in which agents cannot observe one another) with "feedback" periods (with full state observability). We present two main contributions. First, we study a canonical variant of these hybrid information games in which agents' dynamics are linear, and objectives are convex and quadratic. Here, we build upon classical solution methods for the open-loop and feedback variants of these games to derive an algorithm for the hybrid information case that matches the cubic runtime of the classical settings. Second, we consider a far broader class of problems in which agents' dynamics are nonlinear, and objectives are nonquadratic; we reduce these problems to sequences of hybrid information linear-quadratic games and empirically demonstrate that iteratively solving these simpler problems with the proposed algorithm yields reliable convergence to approximate Nash equilibria through simulation studies of overtaking and intersection traffic scenarios.

cs.MA↗

arXiv2024

Auto-Encoding Bayesian Inverse Games

When multiple agents interact in a common environment, each agent's actions impact others' future decisions, and noncooperative dynamic games naturally capture this coupling. In interactive motion planning, however, agents typically do not have access to a complete model of the game, e.g., due to unknown objectives of other players. Therefore, we consider the inverse game problem, in which some properties of the game are unknown a priori and must be inferred from observations. Existing maximum likelihood estimation (MLE) approaches to solve inverse games provide only point estimates of unknown parameters without quantifying uncertainty, and perform poorly when many parameter values explain the observed behavior. To address these limitations, we take a Bayesian perspective and construct posterior distributions of game parameters. To render inference tractable, we employ a variational autoencoder (VAE) with an embedded differentiable game solver. This structured VAE can be trained from an unlabeled dataset of observed interactions, naturally handles continuous, multi-modal distributions, and supports efficient sampling from the inferred posteriors without computing game solutions at runtime. Extensive evaluations in simulated driving scenarios demonstrate that the proposed approach successfully learns the prior and posterior game parameter distributions, provides more accurate objective estimates than MLE baselines, and facilitates safer and more efficient game-theoretic motion planning.

cs.RO↗

arXiv2024

Coordination in Noncooperative Multiplayer Matrix Games via Reduced Rank Correlated Equilibria

Coordination in multiplayer games enables players to avoid the lose-lose outcome that often arises at Nash equilibria. However, designing a coordination mechanism typically requires the consideration of the joint actions of all players, which becomes intractable in large-scale games. We develop a novel coordination mechanism, termed reduced rank correlated equilibria, which reduces the number of joint actions to be considered and thereby mitigates computational complexity. The idea is to approximate the set of all joint actions with the actions used in a set of pre-computed Nash equilibria via a convex hull operation. In a game with n players and each player having m actions, the proposed mechanism reduces the number of joint actions considered from O(m^n) to O(mn). We demonstrate the application of the proposed mechanism to an air traffic queue management problem. Compared with the correlated equilibrium-a popular benchmark coordination mechanism-the proposed approach is capable of solving a problem involving four thousand times more joint actions while yielding similar or better performance in terms of a fairness indicator and showing a maximum optimality gap of 0.066% in terms of the average delay cost. In the meantime, it yields a solution that shows up to 99.5% improvement in a fairness indicator and up to 50.4% reduction in average delay cost compared to the Nash solution, which does not involve coordination.

cs.GT↗

arXiv2024

Act Natural! Projecting Autonomous System Trajectories Into Naturalistic Behavior Sets

Autonomous agents operating around human actors must consider how their behaviors might affect those humans, even when not directly interacting with them. To this end, it is often beneficial to be predictable and appear naturalistic. Existing methods to address this problem use human actor intent modeling or imitation learning techniques, but these approaches rarely capture all possible motivations for human behavior or require significant amounts of data. In contrast, we propose a technique for modeling naturalistic behavior as a set of convex hulls computed over a relatively small dataset of human behavior. Given this set, we design an optimization-based filter which projects arbitrary trajectories into it to make them more naturalistic for autonomous agents to execute while also satisfying dynamics constraints. We demonstrate our methods on real-world human driving data from the inD intersection dataset (Bock et al., 2020).

cs.MA↗

arXiv2024

Leadership Inference for Multi-Agent Interactions

Effectively predicting intent and behavior requires inferring leadership in multi-agent interactions. Dynamic games provide an expressive theoretical framework for modeling these interactions. Employing this framework, we propose a novel method to infer the leader in a two-agent game by observing the agents' behavior in complex, long-horizon interactions. We make two contributions. First, we introduce an iterative algorithm that solves dynamic two-agent Stackelberg games with nonlinear dynamics and nonquadratic costs, and demonstrate that it consistently converges. Second, we propose the Stackelberg Leadership Filter (SLF), an online method for identifying the leading agent in interactive scenarios based on observations of the game interactions. We validate the leadership filter's efficacy on simulated driving scenarios to demonstrate that the SLF can draw conclusions about leadership that match right-of-way expectations.

cs.MA↗

arXiv2024

Decomposing Control Lyapunov Functions for Efficient Reinforcement Learning

Recent methods using Reinforcement Learning (RL) have proven to be successful for training intelligent agents in unknown environments. However, RL has not been applied widely in real-world robotics scenarios. This is because current state-of-the-art RL methods require large amounts of data to learn a specific task, leading to unreasonable costs when deploying the agent to collect data in real-world applications. In this paper, we build from existing work that reshapes the reward function in RL by introducing a Control Lyapunov Function (CLF), which is demonstrated to reduce the sample complexity. Still, this formulation requires knowing a CLF of the system, but due to the lack of a general method, it is often a challenge to identify a suitable CLF. Existing work can compute low-dimensional CLFs via a Hamilton-Jacobi reachability procedure. However, this class of methods becomes intractable on high-dimensional systems, a problem that we address by using a system decomposition technique to compute what we call Decomposed Control Lyapunov Functions (DCLFs). We use the computed DCLF for reward shaping, which we show improves RL performance. Through multiple examples, we demonstrate the effectiveness of this approach, where our method finds a policy to successfully land a quadcopter in less than half the amount of real-world data required by the state-of-the-art Soft-Actor Critic algorithm.

eess.SY↗