Risk, Security and Robust Solutions

The aim of this paper is to develop a decision-theoretic approach to security management of uncertain multi-agent systems. Security is defined as the ability to deal with intentional and unintentional threats generated by agents. The main concern of the paper is the protection of public goods from these threats allowing explicit treatment of inherent uncertainties and robust security management solutions. The paper shows that robust solutions can be properly designed by new stochastic optimization tools applicable for multicriteria problems with uncertain probability distributions and multivariate extreme events

Game Theoretic Model Predictive Control for Autonomous Driving

This study presents two closely-related solutions to autonomous vehicle control problems in highway driving scenario using game theory and model predictive control. We first develop a game theoretic four-stage model predictive controller (GT4SMPC). The controller is responsible for both longitudinal and lateral movements of Subject Vehicle (SV) . It includes a Stackelberg game as a high level controller and a model predictive controller (MPC) as a low level one. Specifically, GT4SMPC constantly establishes and solves games corresponding to multiple gaps in front of multiple-candidate vehicles (GCV) when SV is interacting with them by signaling a lane change intention through turning light or by a small lateral movement. SV’s payoff is the negative of the MPC’s cost function , which ensures strong connection between the game and that the solution of the game is more likely to be achieved by a hybrid MPC (HMPC). GCV’s payoff is a linear combination of the speed payoff, headway payoff and acceleration payoff. . We use decreasing acceleration model to generate our prediction of TV’s future motion, which is utilized in both defining TV’s payoffs over the prediction horizon in the game and as the reference of the MPC. Solving the games gives the optimal gap and the target vehicle (TV). In the low level , the lane change process are divided into four stages: traveling in the current lane, leaving current lane, crossing lane marking, traveling in the target lane. The division identifies the time that SV should initiate actual lateral movement for the lateral controller and specifies the constraints HMPC should deal at each step of the MPC prediction horizon. Then the four-stage HMPC controls SV’s actual longitudinal motion and execute the lane change at the right moment. Simulations showed the GT4SMPC is able to intelligently drive SV into the selected gap and accomplish both discretionary land change (DLC) and mandatory lane change (MLC) in a dynamic situation. Human-in-the-loop driving simulation indicated that GT4SMPC can decently control the SV to complete lane changes with the presence of human drivers. Second, we propose a differential game theoretic model predictive controller (DGTMPC) to address the drawbacks of GT4SMPC. In GT4SMPC, the games are defined as table game, which indicates each players only have limited amount of choices for a specific game and such choice remain fixed during the prediction horizon. In addition, we assume a known model for traffic vehicles but in reality drivers’ preference is partly unknown. In order to allow the TV to make multiple decisions within the prediction horizon and to measure TV’s driving style on-line, we propose a differential game theoretic model predictive controller (DGTMPC). The high level of the hierarchical DGTMPC is the two-player differential lane-change Stackelberg game. We assume each player uses a MPC to control its motion and the optimal solution of leaders’ MPC depends on the solution of the follower. Therefore, we convert this differential game problem into a bi-level optimization problem and solves the problem with the branch and bound algorithm. Besides the game, we propose an inverse model predictive control algorithm (IMPC) to estimate the MPC weights of other drivers on-line based on surrounding vehicle’s real-time behavior, assuming they are controlled by MPC as well. The estimation results contribute to a more appropriate solution to the game against driver of specific type. The solution of the algorithm indicates the future motion of the TV, which can be used as the reference for the low level controller. The low level HMPC controls both the longitudinal motion of SV and his real-time lane decision. Simulations showed that the DGTMPC can well identify the weights traffic vehicles’ MPC cost function and behave intelligently during the interaction. Comparison with level-k controller indicates DGTMPC’s Superior performance

Learning for Cross-layer Resource Allocation in the Framework of Cognitive Wireless Networks

The framework of cognitive wireless networks is expected to endow wireless devices with a cognition-intelligence ability with which they can efficiently learn and respond to the dynamic wireless environment. In this dissertation, we focus on the problem of developing cognitive network control mechanisms without knowing in advance an accurate network model. We study a series of cross-layer resource allocation problems in cognitive wireless networks. Based on model-free learning, optimization and game theory, we propose a framework of self-organized, adaptive strategy learning for wireless devices to (implicitly) build the understanding of the network dynamics through trial-and-error. The work of this dissertation is divided into three parts. In the first part, we investigate a distributed, single-agent decision-making problem for real-time video streaming over a time-varying wireless channel between a single pair of transmitter and receiver. By modeling the joint source-channel resource allocation process for video streaming as a constrained Markov decision process, we propose a reinforcement learning scheme to search for the optimal transmission policy without the need to know in advance the details of network dynamics. In the second part of this work, we extend our study from the single-agent to a multi-agent decision-making scenario, and study the energy-efficient power allocation problems in a two-tier, underlay heterogeneous network and in a self-sustainable green network. For the heterogeneous network, we propose a stochastic learning algorithm based on repeated games to allow individual macro- or femto-users to find a Stackelberg equilibrium without flooding the network with local action information. For the self-sustainable green network, we propose a combinatorial auction mechanism that allows mobile stations to adaptively choose the optimal base station and sub-carrier group for transmission only from local payoff and transmission strategy information. In the third part of this work, we study a cross-layer routing problem in an interweaved Cognitive Radio Network (CRN), where an accurate network model is not available and the secondary users that are distributed within the CRN only have access to local action/utility information. In order to develop a spectrum-aware routing mechanism that is robust against potential insider attackers, we model the uncoordinated interaction between CRN nodes in the dynamic wireless environment as a stochastic game. Through decomposition of the stochastic routing game, we propose two stochastic learning algorithm based on a group of repeated stage games for the secondary users to learn the best-response strategies without the need of information flooding

Prognostics-Based Two-Operator Competition for Maintenance and Service Part Logistics

Prognostics and timely maintenance of components are critical to the continuing operation of a system. By implementing prognostics, it is possible for the operator to maintain the system in the right place at the right time. However, the complexity in the real world makes near-zero downtime difficult to achieve partly because of a possible shortage of required service parts. This is realistic and quite important in maintenance practice. To coordinate with a prognostics-based maintenance schedule, the operator must decide when to order service parts and how to compete with other operators who also need the same parts. This research addresses a joint decision-making approach that assists two operators in making proactive maintenance decisions and strategically competing for a service part that both operators rely on for their individual operations. To this end, a maintenance policy involving competition in service part procurement is developed based on the Stackelberg game-theoretic model. Variations of the policy are formulated for three different scenarios and solved via either backward induction or genetic algorithm methods. Unlike the first two scenarios, the possibility for either of the operators being the leader in such competitions is considered in the third scenario. A numerical study on wind turbine operation is provided to demonstrate the use of the joint decision-making approach in maintenance and service part logistics