Stability Certificates for Receding Horizon Games

Fuente: arXiv
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Autori principali: Hall, Sophie, Liao-McPherson, Dominic, Belgioioso, Giuseppe, Dörfler, Florian
Natura: Preprint
Pubblicazione: 2024
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author Hall, Sophie
Liao-McPherson, Dominic
Belgioioso, Giuseppe
Dörfler, Florian
author_facet Hall, Sophie
Liao-McPherson, Dominic
Belgioioso, Giuseppe
Dörfler, Florian
contents Game-theoretic MPC (or Receding Horizon Games) is an emerging control methodology for multi-agent systems that generates control actions by solving a dynamic game with coupling constraints in a receding-horizon fashion. This control paradigm has recently received an increasing attention in various application fields, including robotics, autonomous driving, traffic networks, and energy grids, due to its ability to model the competitive nature of self-interested agents with shared resources while incorporating future predictions, dynamic models, and constraints into the decision-making process. In this work, we present the first formal stability analysis based on dissipativity and monotone operator theory that is valid also for non-potential games. Specifically, we derive LMI-based certificates that ensure asymptotic stability and are numerically verifiable. Moreover, we show that, if the agents have decoupled dynamics, the numerical verification can be performed in a scalable manner. Finally, we present tuning guidelines for the agents' cost function weights to fulfill the certificates and, thus, ensure stability.
format Preprint
id arxiv_https___arxiv_org_abs_2404_12165
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Stability Certificates for Receding Horizon Games
Hall, Sophie
Liao-McPherson, Dominic
Belgioioso, Giuseppe
Dörfler, Florian
Systems and Control
Game-theoretic MPC (or Receding Horizon Games) is an emerging control methodology for multi-agent systems that generates control actions by solving a dynamic game with coupling constraints in a receding-horizon fashion. This control paradigm has recently received an increasing attention in various application fields, including robotics, autonomous driving, traffic networks, and energy grids, due to its ability to model the competitive nature of self-interested agents with shared resources while incorporating future predictions, dynamic models, and constraints into the decision-making process. In this work, we present the first formal stability analysis based on dissipativity and monotone operator theory that is valid also for non-potential games. Specifically, we derive LMI-based certificates that ensure asymptotic stability and are numerically verifiable. Moreover, we show that, if the agents have decoupled dynamics, the numerical verification can be performed in a scalable manner. Finally, we present tuning guidelines for the agents' cost function weights to fulfill the certificates and, thus, ensure stability.
title Stability Certificates for Receding Horizon Games
topic Systems and Control
url https://arxiv.org/abs/2404.12165