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

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.