We consider leader-follower multi-agent systems in which the leader executes the desired trajectory and the followers implement the consensus algorithm subject to stochastic disturbances. The performance of the leader-follower systems is quantified by using the steady-state variance of the deviation of the followers from the leader. We study the asymptotic scaling of the variance in directed lattices in one, two, and three dimensions. We show that in 1D and 2D the variance of the followers' deviation increases to infinity as one moves away from the leader, while in 3D it remains bounded. We prove that the variance scales as a square-root function in 1D and a logarithmic function in 2D lattices.
This paper investigates a linear quadratic mean field leader-follower team problem, where the model involves one leader and a large number of weakly-coupled interactive followers. The leader and the followers cooperate to optimize the social cost. Specifically, for any strategy provided first by the leader, the followers would like to choose a strategy to minimize social cost functional. Using variational analysis and person-by-person optimality, we construct two auxiliary control problems. By solving sequentially the auxiliary control problems with consistent mean field approximations, we can…
In this paper, a decentralized stochastic control system consisting of one leader and many homogeneous followers is studied. The leader and followers are coupled in both dynamics and cost, where the dynamics are linear and the cost function is quadratic in the states and actions of the leader and followers. The objective of the leader and followers is to reach consensus while minimizing their communication and energy costs. The leader knows its local state and each follower knows its local state and the state of the leader. The number of required links to implement this decentralized informati…
Motivated by electricity markets, this paper studies the impact of forward contracting in situations where firms have capacity constraints and heterogeneous production lead times. We consider a model with two types of firms - leaders and followers - that choose production at two different times. Followers choose productions in the second stage but can sell forward contracts in the first stage. Our main result is an explicit characterization of the equilibrium outcomes. Classic results on forward contracting suggest that it can mitigate market power in simple settings; however the results in th…
This paper is concerned with a leader-follower stochastic differential game with asymmetric information, where the information available to the follower is based on some sub-$σ$-algebra of that available to the leader. Such kind of game problem has wide applications in finance, economics and management engineering such as newsvendor problems, cooperative advertising and pricing problems. Stochastic maximum principles and verification theorems with partial information are obtained, to represent the Stackelberg equilibrium. As applications, a linear-quadratic leader-follower stochastic different…
In this paper, we consider a linear quadratic (LQ) leader-follower stochastic differential game for regime switching diffusions with mean-field interactions. One of the salient features of this paper is that conditional mean-field terms are included in the state equation and cost functionals. Based on stochastic maximum principles (SMPs), the follower's problem and the leader's problem are solved sequentially and an open-loop Stackelberg equilibrium is obtained. Further, with the help of the so-called four-step scheme, the corresponding Hamiltonian systems for the two players are decoupled and…
In this paper, we extend the results from Jiao et al. (2019) on distributed linear quadratic control for leaderless multi-agent systems to the case of distributed linear quadratic tracking control for leader-follower multi-agent systems. Given one autonomous leader and a number of homogeneous followers, we introduce an associated global quadratic cost functional. We assume that the leader shares its state information with at least one of the followers and the communication between the followers is represented by a connected simple undirected graph. Our objective is to design distributed contro…
This paper investigates a soft-constrained MinMax control problem of a leader-follower network. The network consists of one leader and an arbitrary number of followers that wish to reach consensus with minimum energy consumption in the presence of external disturbances. The leader and followers are coupled in the dynamics and cost function. Two non-classical information structures are considered: mean-field sharing and intermittent mean-field sharing, where the mean-field refers to the aggregate state of the followers. In mean-field sharing, every follower observes its local state, the state o…
We consider the distributed leader-follower consensus problem with event-triggered communications. The system under consideration is a non-linear input-affine multi agent system. The agents are assumed to have identical dynamics structure with uncertain parameters and satisfying an incremental stabilisability condition. A distributed control law is proposed which achieves consensus based on two novel Communication Triggering Conditions (CTCs): the first one to achieve an asymptotic consensus but without any guarantees on Zeno behaviour and the second one to exclude Zeno behaviour but with prac…
We consider leader-follower multi-agent systems that have many leaders, defined on any connected weighted undirected graphs, and address the leader selection and demotion problems. The leader selection problem is formulated as a minimization problem for the $H^2$ norm of the difference between the transfer functions of the original and new agent systems, under the assumption that the leader agents to be demoted are fixed. The leader demotion problem is that of finding optimal leader agents to be demoted, and is formulated using the global optimal solution to the leader selection problem. We pr…
We present a graph-theoretic approach to analyzing the robustness of leader-follower consensus dynamics to disturbances and time delays. Robustness to disturbances is captured via the system $\mathcal{H}_2$ and $\mathcal{H}_{\infty}$ norms and robustness to time delay is defined as the maximum allowable delay for the system to remain asymptotically stable. Our analysis is built on understanding certain spectral properties of the grounded Laplacian matrix that play a key role in such dynamics. Specifically, we give graph-theoretic bounds on the extreme eigenvalues of the grounded Laplacian matr…
In this paper, a leader-follower stochastic differential game is studied for a linear stochastic differential equation with a quadratic cost functional. The coefficients in the state equation and the weighting matrices in the cost functionals are all deterministic. Closed-loop strategies are introduced, which require to be independent of initial states; and such a nature makes it very useful and convenient in applications. The follower first solves a stochastic linear quadratic optimal control problem, and his optimal closed-loop strategy is characterized by a Riccati equation, together with a…
Partially observable stochastic games provide a rich mathematical paradigm for modeling multi-agent dynamic decision making under uncertainty and partial information. However, they generally do not admit closed-form solutions and are notoriously difficult to solve. Also, in reality, each agent often does not have complete knowledge of the other agent. This paper studies a leader-follower partially observable stochastic game where the leader has little knowledge of the adversarial follower's reward structure, level of rationality, and process for gathering and transmitting data relevant for dec…
A distributed pose localization framework based on direction measurements is proposed for a type of \textit{leader-follower} multi-agent systems in $\mathbb{R}^3$. The novelty of the proposed localization method lies in the elimination of the need for using distance measurements and relative orientation measurements for the network pose localization problem. In particular, a network localization scheme is developed based directly on the measured direction constraints between an agent and its neighboring agents in the network. The proposed position and orientation localization algorithms are im…
A Regularized Nikaido-Isoda Function Approach to Multi-Leader-Follower Games
Graduate School of Engineering, Nagoya Institute of Technology（名古屋工业大学大学院工学研究科）；Faculty of Science and Technology, Seikei University（圣德大学理工学部）；Graduate School of Informatics, Kyoto University（京都大学大学院情报学研究科）
We derive Nash equilibria for a class of quadratic multi-leader-follower games using the nonsmooth best response function. To overcome the challenge of nonsmoothness, we pursue a smoothing approach resulting in a reformulation as a smooth Nash equilibrium problem. The existence and uniqueness of solutions are proven for all smoothing parameters. Accumulation points of Nash equilibria exist for a decreasing sequence of these smoothing parameters and we show that these candidates fulfill the conditions of s-stationarity and are Nash equilibria to the multi-leader-follower game. Finally, we propo…
This paper revisits a well studied leader-following consensus problem of linear multi-agent systems, while aiming at follower nodes' transient performance. Conventionally, when not all follower nodes have access to the leader's state information, distributed observers are designed to estimate the leader's state, and the observers are coupled via communication network. Then each follower node only needs to track its observer's state independently, without interacting with its neighbors. This paper deliberately introduces certain coupling effect among follower nodes, such that the follower nodes…
Stackelberg games have been widely used to model interactive decision-making problems in a variety of domains such as energy systems, transportation, cybersecurity, and human-robot interaction. However, existing algorithms for solving Stackelberg games often require knowledge of the follower's cost function or learning dynamics and may also require the follower to provide an exact best response, which can be difficult to obtain in practice. To circumvent this difficulty, we develop an algorithm that does not require knowledge of the follower's cost function or an exact best response, making it…
This paper addresses the leader-following attitude consensus problem for a group of spacecraft when at least one follower can access the leader's attitude and velocity relative to the inertial space. A nonlinear distributed observer is designed to estimate the leader's states for each follower. The observer possesses one important and novel feature of keeping attitude and angular velocity estimation errors on second-order sliding modes, and thus provides finite-time convergent estimates for each follower. Further, quaternion-based hybrid homogeneous controllers recently developed for single sp…
The specific objective of this paper is to develop a tool that calculates the optimal trajectory of the follower aircraft as it completes a formation rejoin, and then maintains the formation position, defined as a ring of points, until a fixed final time. The tool is designed to produce optimal trajectories for a variety of initial conditions and leader trajectories. Triple integrator dynamics are used to model the follower aircraft in three dimensions. Control is applied directly to the rate of acceleration. Both the follower's and leader's velocities and accelerations are bounded, as dictate…
Information is a critical dimension in warfare. Inaccurate information such as misinformation or disinformation further complicates military operations. In this paper, we examine the value of misinformation and disinformation to a military leader who through investment in people, programs and technology is able to affect the accuracy of information communicated between other actors. We model the problem as a partially observable stochastic game with three agents, a leader and two followers. We determine the value to the leader of misinformation or disinformation being communicated between two …
The optimization problem of the minimum set of leaders for the controllability of undirected graphs are addressed. It is difficult to find not only its optimal solution but also its approximate algorithm. We propose a new concept, namely minimal perfect critical set (MPCS), to obtain an optimal solution. Some properties are presented, and on the basis of these theorems, the problem of the minimum set of leaders of two typical self-similar bipartite networks, namely deterministic scale-free networks (DSFN) and Cayley trees, is solved completely.
We pose Witsenhausen's problem as a leader-follower game of incomplete information. The follower makes a noisy observation of the leader's action (who moves first) and chooses an action minimizing her expected deviation from the leader's action. Knowing this, leader who observes the realization of the state, chooses an action that minimizes her distance to the state of the world and the ex-ante expected deviation from the follower's action. We study the perfect Bayesian equilibria of the game and identify a class of "near piecewise-linear equilibria" when leader cares much more about being clo…
In this technical note, we consider the linear-quadratic time-inconsistent mean-field type leader-follower Stackelberg differential game with an adapted open-loop information structure. The objective functionals of the leader and the follower include conditional expectations of state and control (mean field) variables, and the cost parameters could be general nonexponential discounting depending on the initial time. As stated in the existing literature, these two general settings of the objective functionals induce time inconsistency in the optimal solutions. Given an arbitrary control of the …
School of Mathematics and Statistics, Shandong University（山东大学数学与统计学院）；Department of Mathematics, University of Southern California（南加州大学数学系）；Fintech Thrust, Hong Kong University of Science and Technology (Guangzhou)（香港科技大学（广州）金融科技领域）
When a team of agents, such as unmanned aerial/underwater vehicles, are operating in $3$-dimensional space, their coordinated action in pursuit of a cooperative task generally requires all agents to either share a common coordinate system or know the orientations of their coordinate axes with regard to the global coordinate frame. Given the coordinate axes that are initially unaligned, this work proposes an orientation alignment scheme for multiple agents with a type of leader-following graph typologies using only inter-agent directional vectors, and the direction measurements to one or more l…
The focus of this paper is directed towards optimal control of multi-agent systems consisting of one leader and a number of followers in the presence of noise. The dynamics of every agent is assumed to be linear, and the performance index is a quadratic function of the states and actions of the leader and followers. The leader and followers are coupled in both dynamics and cost. The state of the leader and the average of the states of all followers (called mean-field) are common information and known to all agents; however, the local state of the followers are private information and unknown t…
This paper addresses the leader-follower flocking problem with a moving leader for networked Lagrange systems with parametric uncertainties under a proximity graph. Here a group of followers move cohesively with the moving leader to maintain connectivity and avoid collisions for all time and also eventually achieve velocity matching. In the proximity graph, the neighbor relationship is defined according to the relative distance between each pair of agents. Each follower is able to obtain information from only the neighbors in its proximity, involving only local interaction. We consider two cas…
This paper deals with data-driven output synchronization for heterogeneous leader-follower linear multi-agent systems. Given a multi-agent system that consists of one autonomous leader and a number of heterogeneous followers with external disturbances, we provide necessary and sufficient data-based conditions for output synchronization. We also provide a design method for obtaining such output synchronizing protocols directly from data. The results are then extended to the special case that the followers are disturbance-free. Finally, a simulation example is provided to illustrate our results.
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 necessar…
The paper considers the problem of a leader that seeks to optimally influence the opinions of agents in a directed network through connecting with a limited number of the agents ("direct followers"), possibly in the presence of a fixed competing leader. The settings involving a single leader and two competing leaders are unified into a general combinatoric optimization problem, for which two heuristic approaches are developed. The first approach is based on a convex relaxation scheme, possibly in combination with the $\ell_1$-norm regularization technique, and the second is based on a greedy s…
In this letter, we study the leader-synchronization problem for a class of partial differential equations with boundary control and in-domain coupling. We describe the problem in an abstract formulation and we specialize it to a network of parabolic partial differential equations. We consider a setting in which a subset of the followers is connected to the leader through a boundary control, while interconnections among the followers are enforced by distributed in-domain couplings. Sufficient conditions in the form of matrix inequalities for the selection of the control parameters enforcing exp…
