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Yiguang Hong

Publications and source records attributed to Yiguang Hong.

At least 55 records · Page 3Linked to original sources

Multi-Vehicle Trajectory Planning at V2I-enabled Intersections based on Correlated Equilibrium

Generating trajectories that ensure both vehicle safety and improve traffic efficiency remains a challenging task at intersections. Many existing works utilize Nash equilibrium (NE) for the trajectory planning at intersections. However, NE-based planning can hardly guarantee that all vehicles are in the same equilibrium, leading to a risk of collision. In this work, we propose a framework for trajectory planning based on Correlated Equilibrium (CE) when V2I communication is also enabled. The recommendation with CE allows all vehicles to reach a safe and consensual equilibrium and meanwhile keeps the rationality as NE-based methods that no vehicle has the incentive to deviate. The Intersection Manager (IM) first collects the trajectory library and the personal preference probabilities over the library from each vehicle in a low-resolution spatial-temporal grid map. Then, the IM optimizes the recommendation probability distribution for each vehicle's trajectory by minimizing overall collision probability under the CE constraint. Finally, each vehicle samples a trajectory of the low-resolution map to construct a safety corridor and derive a smooth trajectory with a local refinement optimization. We conduct comparative experiments at a crossroad intersection involving two and four vehicles, validating the effectiveness of our method in balancing vehicle safety and traffic efficiency.

cs.RO↗

Evolutionary game on any hypergraph

Cooperation plays a fundamental role in societal and biological domains, and the population structure profoundly shapes the dynamics of evolution. Practically, individuals behave either altruistically or egoistically in multiple groups, such as relatives, friends and colleagues, and feedbacks from these groupwise interactions will contribute to one's cognition and behavior. Due to the intricacy within and between groups, exploration of evolutionary dynamics over hypergraphs is relatively limited to date. To uncover this conundrum, we develop a higher-order random walk framework for five distinct updating rules, thus establishing explicit conditions for cooperation emergence on hypergraphs, and finding the overlaps between groups tend to foster cooperative behaviors. Our systematic analysis quantifies how the order and hyperdegree govern evolutionary outcomes. We also discover that whenever following a group wisdom update protocol, choosing a high-fitness group to interact equally within its members, cooperators will significantly prevail throughout the community. These findings underscore a crucial role of higher-order interaction and interdisciplinary collaboration throughout a broad range of living systems, favoring social prosperity.

nlin.AO↗

Non-convex potential games for finding global solutions to sensor network localization

Sensor network localization (SNL) problems require determining the physical coordinates of all sensors in a network. This process relies on the global coordinates of anchors and the available measurements between non-anchor and anchor nodes. Attributed to the intrinsic non-convexity, obtaining a globally optimal solution to SNL is challenging, as well as implementing corresponding algorithms. In this paper, we formulate a non-convex multi-player potential game for a generic SNL problem to investigate the identification condition of the global Nash equilibrium (NE) therein, where the global NE represents the global solution of SNL. We employ canonical duality theory to transform the non-convex game into a complementary dual problem. Then we develop a conjugation-based algorithm to compute the stationary points of the complementary dual problem. On this basis, we show an identification condition of the global NE: the stationary point of the proposed algorithm satisfies a duality relation. Finally, simulation results are provided to validate the effectiveness of the theoretical results.

math.OC↗

Distributed Pose-graph Optimization with Multi-level Partitioning for Collaborative SLAM

The back-end module of Distributed Collaborative Simultaneous Localization and Mapping (DCSLAM) requires solving a nonlinear Pose Graph Optimization (PGO) under a distributed setting, also known as SE(d)-synchronization. Most existing distributed graph optimization algorithms employ a simple sequential partitioning scheme, which may result in unbalanced subgraph dimensions due to the different geographic locations of each robot, and hence imposes extra communication load. Moreover, the performance of current Riemannian optimization algorithms can be further accelerated. In this letter, we propose a novel distributed pose graph optimization algorithm combining multi-level partitioning with an accelerated Riemannian optimization method. Firstly, we employ the multi-level graph partitioning algorithm to preprocess the naive pose graph to formulate a balanced optimization problem. In addition, inspired by the accelerated coordinate descent method, we devise an Improved Riemannian Block Coordinate Descent (IRBCD) algorithm and the critical point obtained is globally optimal. Finally, we evaluate the effects of four common graph partitioning approaches on the correlation of the inter-subgraphs, and discover that the Highest scheme has the best partitioning performance. Also, we implement simulations to quantitatively demonstrate that our proposed algorithm outperforms the state-of-the-art distributed pose graph optimization protocols.

cs.RO↗

Distributed Optimal Output Consensus Control of Heterogeneous Multi-Agent Systems with Safety Constraints

In this paper, we develop a novel dynamic distributed optimal safe consensus protocol to simultaneously achieve safety requirements and output optimal consensus. Specifically, we construct a distributed projection optimization algorithm with an expanding constraint set in the decision-making layer, while we propose a reference tracking safety controller to ensure that each agent's output remains within a shrinking safety set in the control layer.We also establish the convergence and safety analysis of the closed-loop system using the small-gain theorem and time-varying control barrier function (CBF) theory, respectively. Besides, unlike previous works on distributed optimal consensus, our approach does not require prior knowledge of the local objective or gradient function and adopts a mild assumption on the dynamics of multiagent systems (MASs) by using the transmission zeros condition.

math.OC↗

Global solution to sensor network localization: A non-convex potential game approach and its distributed implementation

Consider a sensor network consisting of both anchor and non-anchor nodes. We address the following sensor network localization (SNL) problem: given the physical locations of anchor nodes and relative measurements among all nodes, determine the locations of all non-anchor nodes. The solution to the SNL problem is challenging due to its inherent non-convexity. In this paper, the problem takes on the form of a multi-player non-convex potential game in which canonical duality theory is used to define a complementary dual potential function. After showing the Nash equilibrium (NE) correspondent to the SNL solution, we provide a necessary and sufficient condition for a stationary point to coincide with the NE. An algorithm is proposed to reach the NE and shown to have convergence rate $\mathcal{O}(1/\sqrt{k})$. With the aim of reducing the information exchange within a network, a distributed algorithm for NE seeking is implemented and its global convergence analysis is provided. Extensive simulations show the validity and effectiveness of the proposed approach to solve the SNL problem.

math.OC↗

Online Parameter Identification of Generalized Non-cooperative Game

This work studies the parameter identification problem of a generalized non-cooperative game, where each player's cost function is influenced by an observable signal and some unknown parameters. We consider the scenario where equilibrium of the game at some observable signals can be observed with noises, whereas our goal is to identify the unknown parameters with the observed data. Assuming that the observable signals and the corresponding noise-corrupted equilibriums are acquired sequentially, we construct this parameter identification problem as online optimization and introduce a novel online parameter identification algorithm. To be specific, we construct a regularized loss function that balances conservativeness and correctiveness, where the conservativeness term ensures that the new estimates do not deviate significantly from the current estimates, while the correctiveness term is captured by the Karush-Kuhn-Tucker conditions. We then prove that when the players' cost functions are linear with respect to the unknown parameters and the learning rate of the online parameter identification algorithm satisfies μ_k \propto 1/\sqrt{k}, along with other assumptions, the regret bound of the proposed algorithm is O(\sqrt{K}). Finally, we conduct numerical simulations on a Nash-Cournot problem to demonstrate that the performance of the online identification algorithm is comparable to that of the offline setting.

cs.GT↗

Equalizer zero-determinant strategy in discounted repeated Stackelberg asymmetric game

This paper focuses on the performance of equalizer zero-determinant (ZD) strategies in discounted repeated Stackerberg asymmetric games. In the leader-follower adversarial scenario, the strong Stackelberg equilibrium (SSE) deriving from the opponents' best response (BR), is technically the optimal strategy for the leader. However, computing an SSE strategy may be difficult since it needs to solve a mixed-integer program and has exponential complexity in the number of states. To this end, we propose to adopt an equalizer ZD strategy, which can unilaterally restrict the opponent's expected utility. We first study the existence of an equalizer ZD strategy with one-to-one situations, and analyze an upper bound of its performance with the baseline SSE strategy. Then we turn to multi-player models, where there exists one player adopting an equalizer ZD strategy. We give bounds of the sum of opponents' utilities, and compare it with the SSE strategy. Finally, we give simulations on unmanned aerial vehicles (UAVs) and the moving target defense (MTD) to verify the effectiveness of our approach.

cs.GT↗

Riemannian Optimistic Algorithms

In this paper, we consider Riemannian online convex optimization with dynamic regret. First, we propose two novel algorithms, namely the Riemannian Online Optimistic Gradient Descent (R-OOGD) and the Riemannian Adaptive Online Optimistic Gradient Descent (R-AOOGD), which combine the advantages of classical optimistic algorithms with the rich geometric properties of Riemannian manifolds. We analyze the dynamic regrets of the R-OOGD and R-AOOGD in terms of regularity of the sequence of cost functions and comparators. Next, we apply the R-OOGD to Riemannian zero-sum games, leading to the Riemannian Optimistic Gradient Descent Ascent algorithm (R-OGDA). We analyze the average iterate and best-iterate of the R-OGDA in seeking Nash equilibrium for a two-player, zero-sum, g-convex-concave games. We also prove the last-iterate convergence of the R-OGDA for g-strongly convex-strongly concave problems. Our theoretical analysis shows that all proposed algorithms achieve results in regret and convergence that match their counterparts in Euclidean spaces. Finally, we conduct several experiments to verify our theoretical findings.

math.OC↗

Online Game with Time-Varying Coupled Inequality Constraints

In this paper, online game is studied, where at each time, a group of players aim at selfishly minimizing their own time-varying cost function simultaneously subject to time-varying coupled constraints and local feasible set constraints. Only local cost functions and local constraints are available to individual players, who can share limited information with their neighbors through a fixed and connected graph. In addition, players have no prior knowledge of future cost functions and future local constraint functions. In this setting, a novel decentralized online learning algorithm is devised based on mirror descent and a primal-dual strategy. The proposed algorithm can achieve sublinearly bounded regrets and constraint violation by appropriately choosing decaying stepsizes. Furthermore, it is shown that the generated sequence of play by the designed algorithm can converge to the variational GNE of a strongly monotone game, to which the online game converges. Additionally, a payoff-based case, i.e., in a bandit feedback setting, is also considered and a new payoff-based learning policy is devised to generate sublinear regrets and constraint violation. Finally, the obtained theoretical results are corroborated by numerical simulations.

cs.GT↗

Distributed Online Convex Optimization with Adversarial Constraints: Reduced Cumulative Constraint Violation Bounds under Slater's Condition

This paper considers distributed online convex optimization with adversarial constraints. In this setting, a network of agents makes decisions at each round, and then only a portion of the loss function and a coordinate block of the constraint function are privately revealed to each agent. The loss and constraint functions are convex and can vary arbitrarily across rounds. The agents collaborate to minimize network regret and cumulative constraint violation. A novel distributed online algorithm is proposed and it achieves an $\mathcal{O}(T^{\max\{c,1-c\}})$ network regret bound and an $\mathcal{O}(T^{1-c/2})$ network cumulative constraint violation bound, where $T$ is the number of rounds and $c\in(0,1)$ is a user-defined trade-off parameter. When Slater's condition holds (i.e, there is a point that strictly satisfies the inequality constraints), the network cumulative constraint violation bound is reduced to $\mathcal{O}(T^{1-c})$. Moreover, if the loss functions are strongly convex, then the network regret bound is reduced to $\mathcal{O}(\log(T))$, and the network cumulative constraint violation bound is reduced to $\mathcal{O}(\sqrt{\log(T)T})$ and $\mathcal{O}(\log(T))$ without and with Slater's condition, respectively. To the best of our knowledge, this paper is the first to achieve reduced (network) cumulative constraint violation bounds for (distributed) online convex optimization with adversarial constraints under Slater's condition. Finally, the theoretical results are verified through numerical simulations.

math.OC↗

Distributed Non-Bayesian Learning for Games with Incomplete Information

We consider distributed learning problem in games with an unknown cost-relevant parameter, and aim to find the Nash equilibrium while learning the true parameter. Inspired by the social learning literature, we propose a distributed non-Bayesian rule to learn the parameter (each agent maintains a belief on the parameter and updates the belief according to the received noisy cost), combined with best response dynamics for strategy update. The difficulty of the analysis lies mainly in the fact that the parameter learning process and strategy update process are coupled. We first prove that agents' beliefs converge to a common belief and the strategy profiles converge to a Nash equilibrium under this common belief. On this basis, we further show that the beliefs eventually concentrate on the true parameter.

math.OC↗

Global Nash Equilibrium in Non-convex Multi-player Game: Theory and Algorithms

Wide machine learning tasks can be formulated as non-convex multi-player games, where Nash equilibrium (NE) is an acceptable solution to all players, since no one can benefit from changing its strategy unilaterally. Attributed to the non-convexity, obtaining the existence condition of global NE is challenging, let alone designing theoretically guaranteed realization algorithms. This paper takes conjugate transformation to the formulation of non-convex multi-player games, and casts the complementary problem into a variational inequality (VI) problem with a continuous pseudo-gradient mapping. We then prove the existence condition of global NE: the solution to the VI problem satisfies a duality relation. Based on this VI formulation, we design a conjugate-based ordinary differential equation (ODE) to approach global NE, which is proved to have an exponential convergence rate. To make the dynamics more implementable, we further derive a discretized algorithm. We apply our algorithm to two typical scenarios: multi-player generalized monotone game and multi-player potential game. In the two settings, we prove that the step-size setting is required to be $\mathcal{O}(1/k)$ and $\mathcal{O}(1/\sqrt k)$ to yield the convergence rates of $\mathcal{O}(1/ k)$ and $\mathcal{O}(1/\sqrt k)$, respectively. Extensive experiments in robust neural network training and sensor localization are in full agreement with our theory.

cs.GT↗

Zero-Determinant Strategy in Stochastic Stackelberg Asymmetric Security Game

In a stochastic Stackelberg asymmetric security game, the strong Stackelberg equilibrium (SSE) strategy is a popular option for the defender to get the highest utility against an attacker with the best response (BR) strategy. However, the attacker may be a boundedly rational player, who adopts a combination of the BR strategy and a fixed stubborn one. In such a condition, the SSE strategy may not maintain the defensive performance due to the stubborn element. In this paper, we focus on how the defender can adopt the unilateral-control zero-determinate (ZD) strategy to confront the boundedly rational attacker. At first, we verify the existence of ZD strategies for the defender. We then investigate the performance of the defender's ZD strategy against a boundedly rational attacker, with a comparison of the SSE strategy. Specifically, when the attacker's strategy is close to the BR strategy, the ZD strategy admits a bounded loss for the defender compared with the SSE strategy. Conversely, when the attacker's strategy is close to the stubborn strategy, the ZD strategy can bring higher defensive performance for the defender than the SSE strategy does.

cs.GT↗

Distributed Prediction-Correction Algorithms for Time-Varying Nash Equilibrium Tracking

This paper focuses on a time-varying Nash equilibrium trajectory tracking problem, that is applicable to a wide range of non-cooperative game applications arising in dynamic environments. To solve this problem, we propose a distributed prediction correction algorithm, termed DPCA, in which each player predicts future strategies based on previous observations and then exploits predictions to effectively track the NE trajectory by using one or multiple distributed gradient descent steps across a network. We rigorously demonstrate that the tracking sequence produced by the proposed algorithm is able to track the time-varying NE with a bounded error. We also show that the tracking error can be arbitrarily close to zero when the sampling period is small enough. Furthermore, we achieve linear convergence for the time-invariant Nash equilibrium seeking problem as a special case of our results. Finally, a numerical simulation of a multi-robot surveillance scenario verifies the tracking performance and the prediction necessary for the proposed algorithm.

math.OC↗

Coincidence analysis of Stackelberg and Nash equilibria in three-player leader-follower security games

There has been significant recent interest in leader-follower security games, where the leader dominates the decision process with the Stackelberg equilibrium (SE) strategy. However, such a leader-follower scheme may become invalid in practice due to subjective or objective factors, and then the Nash equilibrium (NE) strategy may be an alternative option. In this case, the leader may face a dilemma of choosing an SE strategy or an NE strategy. In this paper, we focus on a unified three-player leader-follower security game and study the coincidence between SE and NE. We first explore a necessary and sufficient condition for the case that each SE is an NE, which can be further presented concisely when the SE is unique. This condition not only provides access to seek a satisfactory SE strategy but also makes a criterion to verify an obtained SE strategy. Then we provide another appropriate condition for the case that at least one SE is an NE. Moreover, since the coincidence condition may not always be satisfied, we describe the closeness between SE and NE, and give an upper bound of their deviation. Finally, we show the applicability of the obtained theoretical results in several practical security cases, including the secure transmission problem and the cybersecurity defense.

cs.GT↗

Defense for Advanced Persistent Threat with Inadvertent or Malicious Insider Threats

In this paper, we propose a game-theoretical framework to investigate advanced persistent threat problems with two types of insider threats: malicious and inadvertent. Within this framework, a unified three-player game is established and Nash equilibria are obtained in response to different insiders. By analyzing Nash equilibria, we provide quantitative solutions to the advanced persistent threat problems with insider threats. Furthermore, optimal defense strategy and defender's cost comparisons between two insider threats have been performed. The findings suggest that the defender should employ more active defense strategies against inadvertent insider threats than against malicious insider threats, despite the fact that malicious insider threats cost the defender more. Our theoretical analysis is validated by numerical results, including an additional examination of the conditions of the risky strategies adopted by different insiders. This may help the defender in determining monitoring intensities and defensive strategies.

math.OC↗

Distributed Algorithm for Continuous-type Bayesian Nash Equilibrium in Subnetwork Zero-sum Games

In this paper, we consider a continuous-type Bayesian Nash equilibrium (BNE) seeking problem in subnetwork zero-sum games, which is a generalization of deterministic subnetwork zero-sum games and discrete-type Bayesian zero-sum games. In this continuous-type model, because the feasible strategy set is composed of infinite-dimensional functions and is not compact, it is hard to seek a BNE in a non-compact set and convey such complex strategies in network communication. To this end, we design two steps to overcome the above bottleneck. One is a discretization step, where we discretize continuous types and prove that the BNE of the discretized model is an approximate BNE of the continuous model with an explicit error bound. The other one is a communication step, where we adopt a novel compression scheme with a designed sparsification rule and prove that agents can obtain unbiased estimations through compressed communication. Based on the above two steps, we propose a distributed communication-efficient algorithm to practicably seek an approximate BNE, and further provide an explicit error bound and an $O(\ln T/\sqrt{T})$ convergence rate.

math.OC↗