Inverse two-player zero-sum dynamic games

Tsai, Dorian, Molloy, Timothy L., & Perez, Tristan (2016) Inverse two-player zero-sum dynamic games. In 2016 Australian Control Conference (AUCC 2016), 3-4 November 2016, Newcastle, NSW. (In Press)

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In this paper, we consider the problem of inverse dynamic games: given the observed behaviour of players during a dynamic game in equilibrium, how can we determine the underlying objective functions of the game? Whereas previous work in the literature has focused on inverse static games, our work focuses on inverse dynamic games. In particular, we address the problem of estimating the unknown parameters of the objective function of a two-player zero-sum dynamic game in open-loop Nash equilibrium. We exploit necessary conditions for equilibrium in a two-player zero-sum dynamic game to develop sufficient conditions for solving the two- player zero-sum inverse dynamic game problem. The sufficient conditions hold under assumptions on the control constraints and convexity of the game dynamics, and transform the inverse two-player zero-sum dynamic game problem into the problem of solving a system of linear equations. We apply our results to a linear quadratic two-player zero-sum game, and illustrate the recovery of objective function parameters from state and control equilibrium trajectories.

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ID Code: 99539
Item Type: Conference Paper
Refereed: Yes
Additional URLs:
Keywords: Game theory, Zero-sum games, Dynamic Games, Inverse dynamic games
Subjects: Australian and New Zealand Standard Research Classification > MATHEMATICAL SCIENCES (010000) > APPLIED MATHEMATICS (010200) > Applied Mathematics not elsewhere classified (010299)
Australian and New Zealand Standard Research Classification > ENGINEERING (090000) > ELECTRICAL AND ELECTRONIC ENGINEERING (090600) > Control Systems Robotics and Automation (090602)
Divisions: Current > Schools > School of Electrical Engineering & Computer Science
Current > Institutes > Institute for Future Environments
Current > QUT Faculties and Divisions > Science & Engineering Faculty
Copyright Owner: Copyright 2016 Engineers Australia
Deposited On: 26 Sep 2016 22:53
Last Modified: 04 Oct 2016 22:56

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