A linear-quadratic partially observed Stackelberg stochastic differential game with multiple followers and its application to multi-agent formation control

TL;DR

This paper develops a novel approach to solve a complex linear-quadratic partially observed Stackelberg stochastic differential game involving multiple followers, with applications to multi-agent formation control.

Contribution

It introduces new state and orthogonal decomposition methods to handle partial observability and extends deterministic formation control to a stochastic Stackelberg game framework.

Findings

Derived explicit optimal strategies for the leader and followers.

Extended formation control from deterministic to stochastic multi-agent systems.

Improved control tools by relaxing constraints on admissible controls.

Abstract

In this paper, we study a linear-quadratic partially observed Stackelberg stochastic differential game problem in which a single leader and multiple followers are involved. We consider more practical formulation for partial information that none of them can observed the complete information and the followers know more than the leader. Some completely different methods including a novel state decomposition and orthogonal decomposition are applied to overcome the difficulties caused by partially observability which improves the tools and relaxes the constraint condition imposed on admissible control in the existing literature. More precisely, the followers encounter the standard linear-quadratic partially observed optimal control problems, however, a kind of forward-backward indefinite linear-quadratic partially observed optimal control problem is considered by the leader. Instead of maximum principle of forward-backward control systems, inspired by the existing work related to definite case and classical forward control system, some distinct forward-backward linear-quadratic decoupling techniques including the method of completion of squares are applied to solve the leader's problem. More interestingly, we develop the deterministic formation control in multi-agent system with a framework of Stackelberg differential game and extend it to the stochastic case. The optimal strategies are obtained by our theoretical result suitably.