Chance-Constrained Iterative Linear-Quadratic Stochastic Games


Dynamic game arises as a powerful paradigm for multi-robot planning, for which safety constraint satisfaction is crucial. Constrained stochastic games are of particular interest, as real-world robots need to operate and satisfy constraints under uncertainty. Existing methods for solving stochastic games handle chance constraints using exponential penalties with handtuned weights. However, finding a suitable penalty weight is nontrivial and requires trial and error. In this letter, we propose the chance-constrained iterative linear-quadratic stochastic games (CCILQGames) algorithm. CCILQGames solves chanceconstrained stochastic games using the augmented Lagrangian method. We evaluate our algorithm in three autonomous driving scenarios, including merge, intersection, and roundabout. Experimental results and Monte Carlo tests show that CCILQGames can generate safe and interactive strategies in stochastic environments.

In IEEE Robotics and Automation Letters (RAL), 2023