Residual Descent Differential Dynamic Game (RD3G) -- A Fast Newton Solver for Constrained General Sum Games

TL;DR

RD3G is a Newton-based solver designed for efficiently finding local Nash equilibria in constrained multi-agent dynamic games, demonstrating computational advantages over existing methods.

Contribution

The paper introduces RD3G, a novel Newton-based algorithm for solving constrained differential dynamic games, improving computational efficiency and solution accuracy.

Findings

RD3G outperforms existing methods in computational speed.

It effectively finds local Nash equilibria in complex constrained games.

The method is validated on multiple example problems.

Abstract

We present Residual Descent Differential Dynamic Game (RD3G), a Newton-based solver for constrained multi-agent game-control problems. The proposed solver seeks a local Nash equilibrium for problems where agents are coupled through their rewards and state constraints. We compare the proposed method against competing state-of-the-art techniques and showcase the computational benefits of the RD3G algorithm on several example problems.