Online Bayesian Learning of Agent Behavior in Differential Games

摘要

This work introduces an online Bayesian game-theoretic method for behavior identification in multi-agent dynamical systems. By casting Hamilton-Jacobi-Bellman optimality conditions as linear-in-parameter residuals, the method enables fast sequential Bayesian updates, uncertainty-aware inference, and robust prediction from limited, noisy data-without history stacks. The approach accommodates nonlinear dynamics and nonquadratic value functions through basis expansions, providing flexible models. Experiments, including linear-quadratic and nonlinear shared-control scenarios, demonstrate accurate prediction with quantified uncertainty, highlighting the method's relevance for adaptive interaction and real-time decision making.