Optimal Strategies for Uncertain Differential Games with Applications

We develop decentralized control strategies for multiple unmanned vehicles in pursuit-evasion games under the influence of external disturbances and uncertainties

The goal of this project was to develop and test strategies for controlling several unmanned vehicles pursuing a common goal under external disturbances and uncertainty. The disturbances are the medium the vehicles move through — winds for aerial vehicles, currents for marine vehicles, surrounding traffic for self-driving cars. The uncertainty is of a different kind: it comes from the gap between how an adversary actually behaves and how it is perceived to behave, that is, from asymmetric information. Within that setting the project sought decentralized strategies for the players of a multi-player pursuit-evasion game, computed efficiently enough to be useful.

The starting point was the two-pursuer, single-evader problem under different information structures, with both pursuers faster than the evader and no external disturbance, for which the time-optimal evading strategies were identified. The useful object here is the region of non-degeneracy. If the players begin in a degenerate configuration, one of the two pursuers plays no part in the game at all and the evader’s optimal strategy is pure evasion from the other; the non-degenerate region is therefore exactly where a second pursuer buys anything. Optimal evasion against relay pursuit was studied in the same way, by holding one pursuer stationary.

A square domain with the pursuer P1 at the origin and the evader E to its right. A small circle C2 bounds a white region D1 around them, and a much larger circle C1 bounds a yellow region N filling most of the plot, with the outside labelled D2The same construction with the two circles smaller and closer together, the yellow region N now a disc of radius about two centred to the right of the pursuerThe same construction again, with D1 reduced to a small circle around the evader and the yellow region N smaller still Regions of degeneracy and non-degeneracy when the pursuers use a constant-bearing strategy, for three configurations. The yellow region is where the second pursuer changes the outcome; outside it the game reduces to a single pursuer.

A square domain with the pursuer P1 at the origin and the evader E to its right, an inner curve F bounding a white region D1 and an outer curve E bounding a large yellow region N, with D2 outsideThe same construction for a second configuration, with both boundaries contractedThe same construction for a third configuration, with the non-degenerate region reduced further The same regions when the pursuers use pure pursuit. The boundaries differ from the constant-bearing case, so which pursuit law the adversaries use changes where a second pursuer is worth deploying.

These results generalize from two pursuers to many. In both cases the time-optimal evading strategy turns out to depend only on the initial positions of those pursuers that capture the evader at the final time. Since neither that strategy nor the identity of the capturing pursuers is available in closed form, we introduced instead a notion of the relevance of a pursuer to the evader, computed from the positions of all the players by way of Apollonius circles. Relevance can be evaluated online, so pursuers can be assigned to the capture task dynamically, whatever evading strategy is in play. Combining Apollonius circles with Voronoi partitions extends the same idea to the multi-pursuer, multi-evader setting, with a guarantee that every evader is captured in finite time.

Dynamic task allocation in a multi-pursuer, multi-evader engagement. Assignments are recomputed as the players move, rather than fixed at the outset.

A second thread concerns steering a distribution rather than a state. We considered a discrete-time linear system to be driven from an initial Gaussian distribution to a final one, in a game-theoretic setting: one player minimizes a quadratic payoff while trying to meet a prescribed mean and covariance at the terminal time, and the other maximizes the same payoff while being indifferent to that terminal constraint. The unconstrained game was treated first, giving necessary conditions for a saddle point. We then showed that the one-sided constrained game need not admit a solution at all, analyzed the players’ best responses in that case, and finally recovered a tractable formulation by converting the problem of steering the distribution under an adversary into a convex program.

A plane of x1 against x2 with a dense bundle of straight trajectories running from the origin to a terminal region near (-10, 6), with blue covariance ellipses drawn at each time step along the mean and a red ellipse marking the prescribed terminal covariance, which the blue one matchesThe same plot for a case where the final blue covariance ellipse is visibly larger than the prescribed red one Terminal covariance met (left) and missed (right). The mean can be steered to the target in both cases; whether the covariance constraint can be met as well is what the one-sided constrained game does not guarantee.

A third thread addresses optimal control problems with parametric uncertainty, through desensitized optimal control. A sensitivity function records the first-order variation of the state under a change in the parameters at a given instant along a trajectory, and we showed that it can be used to desensitize either a whole optimal trajectory or the state at one particular instant, the final state being the case of most interest.

Five trajectories in the x1-x2 plane, all running from the origin to the point (2, 0), arching progressively less as the weight alpha on the sensitivity cost increases from 0 through 20, 50 and 75 to 500, the last being almost flatThe same five trajectories drawn as bands from a Monte-Carlo simulation under parameter variation, the band for alpha equal to zero wide and the bands narrowing as alpha increases until the one for 500 is a thin line Desensitized trajectories for a time-optimal Zermelo problem, where α\alpha weights the sensitivity cost (left), and the spread of the corresponding Monte-Carlo runs under parameter variation (right). A larger weight buys a trajectory that is less sensitive, at the price of a longer path.

Sponsors

This project is supported by NSF.

Selected Publications and Presentations

1.

Makkapati, V. R., Sun, W., and Tsiotras, P., “Optimal Evading Strategies for Two-Pursuers One-Evader Problems,” AIAA Journal of Guidance, Control, and Dynamics, Vol. 41, No. 4, pp. 851-862, 2018.

2.

Sun, W., Tsiotras, P., and Yezzi, A., “Multiplayer Pursuit Evasion Games in 3-Dimensional Flow Fields,” Dynamic Games and Applications, Vol. 9, No. 4, pp. 1188-1207, 2019.

3.

Exarchos, I., Theodorou, E., and Tsiotras, P., “Stochastic Differential Games - A Sampling Approach via FBSDEs,” Dynamic Games and Applications, Vol. 9, No. 2, pp. 486-505, 2019.

4.

Sun, W., Pan, Y., Theodorou, E., and Tsiotras, P., “Min-Max Differential Dynamic Programming: Continuous and Discrete Time Formulations,” AIAA Journal of Guidance, Control, and Dynamics, Vol. 41, No. 12, pp. 2568-2580, 2018.

5.

Makkapati, V. R., Dor, M., and Tsiotras, P., “Trajectory Desensitization in Optimal Control Problems,” 57th IEEE Conference on Decision and Control, Miami, FL, Dec. 17-19, 2018, pp. 2478-2483.

6.

Makkapati, V. R., Sun, W., and Tsiotras, P., “Pursuit-Evasion Problems Involving Two Pursuers and One Evader,” AIAA Guidance, Navigation, and Control Conference, Kissimmee, FL, Jan. 8-12, 2018.