Receding Horizon Games for safe and fair resource allocation in dynamic settings

Abstract

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 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 talk, we will: (i) Motivate Receding Horizon Games through dynamic resource allocation problems (energy, water, traffic, etc.); (ii) Place it in the context of advanced MPC methods and explain why we need a game-theoretic perspective; (iii) Present the control framework and its solution concept based on variational Generalized Nash Equilibria, discussing assumptions necessary to ensure fair outcomes; (iv) Present novel insights on open-loop GNE trajectories using turnpike and dissipative theory, and present stability certificates for safe closed-loop operation.

Biography

Sophie Hall is a PhD student at the Automatic Control Laboratory at ETH Zürich since May 2021, working in Prof. Dörfler’s group. She completed her undergraduate studies in Medical Engineering focusing on control and signal processing at the University of Surrey, UK, and Nanyang Technological University, Singapore. In 2021, she obtained MSc in Biomedical Engineering from ETH Zürich specializing in modeling and control. During her master’s studies, she conducted research on Gaussian processes for control in Prof. Zeilinger’s group and worked on real-time MPC schemes in Prof. Dörfler’s group. Her PhD research focuses on game-theoretic MPC, its theoretical closed-loop properties, as well as energy and groundwater applications.