Inverse Two-Player Zero-Sum Dynamic Games
Dorian Tsai, Timothy L Molloy, Tristan Perez
2016 AUSTRALIAN CONTROL CONFERENCE (AUCC) | IEEE | Published : 2016
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 sufficien..View full abstract
Awarded by ARC Linkage Project
Tristan Perez is also with the Institute for Future Environments at QUT and the ARC Centre of Excellence in Mathematical and Statistical Frontiers (ACEMS). This work was partially funded by the ARC Linkage Project LP130100483.