Game Theory and Control

Abstract

Game theory is the study of decision problems in which there are multiple decision makers and the quality of a decision maker's choice depends on both that choice and the choices of others. While game theory has been studied predominantly as a modeling paradigm in the mathematical social sciences, there is a strong connection to control systems in that a controller can be viewed as a decision-making entity. Accordingly, game theory is relevant in settings with multiple interacting controllers. This article presents an introduction to game theory, followed by a sampling of results in three specific control theory topics where game theory has played a significant role: (a) zero-sum games, in which the two competing players are a controller and an adversarial environment; (b) team games, in which several controllers pursue a common goal but have access to different information; and (c) distributed control, in which both a game and online adaptive rules are designed to enable distributed interacting subsystems to achieve a collective objective.