Bounded-Rational Pursuit-Evasion Games
We present a framework that incorporates the principle of bounded rationality into dynamic stochastic pursuit-evasion games. The solution of a stochastic game is generally characterized by its (Nash) equilibria in feedback form, whose calculation may require extensive computational resources. In this paper, the agents are modeled as bounded rational entities with limited computational capabilities. We illustrate the proposed framework by applying it to a pursuit-evasion game between two aerial vehicles in a stochastic wind field. We show how such a game may be discretized and properly analyzed by casting it as an iterative sequence of finite-state Markov Decision Processes (MDPs). Leveraging tools and algorithms from the cognitive hierarchy theory (“level-k thinking”) we compute the solution of the ensuing discrete game, while taking into consideration the rationality level of each agent. We also present an online algorithm for each agent to infer its opponent's rationality level.
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10315945
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American Control Conference
2. We consider the high-dimensional linear regression problem, where the algorithmic goal is to efficiently infer an unknown feature vector $\beta^*\in\mathbb{R}^p$ from its linear measurements, using a small number $n$ of samples. Unlike most of the literature, we make no sparsity assumption on $\beta^*$, but instead adopt a different regularization: In the noiseless setting, we assume $\beta^*$ consists of entries, which are either rational numbers with a common denominator $Q\in\mathbb{Z}^+$ (referred to as $Q-$rationality); or irrational numbers taking values in a rationally independent set of bounded cardinality, known to learner; collectively called as the mixed-range assumption. Using a novel combination of the Partial Sum of Least Squares (PSLQ) integer relation detection, and the Lenstra-Lenstra-Lov\'asz (LLL) lattice basis reduction algorithms, we propose a polynomial-time algorithm which provably recovers a $\beta^*\in\mathbb{R}^p$ enjoying the mixed-range assumption, from its linear measurements $Y=X\beta^*\in\mathbb{R}^n$ for a large class of distributions for the random entries of $X$, even with one measurement ($n=1$). In the noisy setting, we propose a polynomial-time, lattice-based algorithm, which recovers a $\beta^*\in\mathbb{R}^p$ enjoying the $Q-$rationality property, from its noisy measurements $Y=X\beta^*+W\in\mathbb{R}^n$, even from a single sample ($n=1$). We further establish that for large $Q$, and normal noise, this algorithm tolerates information-theoretically optimal level ofmore »