Robust Trajectory Optimization: A Cooperative Stochastic Game Theoretic Approach

We present a novel trajectory optimization framework to address the issue of robustness, scalability and efficiency in optimal control and reinforcement learning. Based on prior work in Cooperative Stochastic Differential Game (CSDG) theory, our method performs local trajectory optimization using cooperative controllers. The resulting framework is called Cooperative Game-Differential Dynamic Programming (CG-DDP). Compared to related methods, CG-DDP exhibits improved performance in terms of robustness and efficiency. The proposed framework is also applied in a data-driven fashion for belief space trajectory optimization under learned dynamics. We present experiments showing that CG-DDP can be used for optimal control and reinforcement learning under external disturbances and internal model errors.