用高斯混合模型解析求解多智能体群体控制的最优路径,无需训练。
Steering Large Agent Populations using Mean-Field Schrodinger Bridges with Gaussian Mixture Models
- 将群体控制问题分解为多个高斯到高斯的协方差调控子问题
- 在无学习情况下实现闭式解,支持状态概率约束
- 适用于线性时变动力系统的多智能体协同控制场景
均场薛定谔桥(MFSB)问题旨在寻找最小能耗控制策略,将一个麦凯恩-弗拉斯洛夫随机微分方程从初始概率分布驱动至目标分布。在多智能体控制中,目标是调控一组相同、相互作用的协作智能体的群体配置,由其状态的概率测度随时间演化描述。现有方法针对连续支撑分布的求解依赖空间离散化或基于随机优化训练的神经网络近似。本文针对线性时变动力系统及高斯混合模型边界分布,提出一种高效参数化方法,在无需任何学习步骤的情况下,以闭式形式逼近对应MFSB的最优解。该方法由若干基本策略的混合构成,每个策略解决初始混合成分到终态混合成分的高斯到高斯协方差调控问题。借助协方差调控问题的半定规划形式,所提求解器可处理系统状态的概率约束,同时保持数值可计算性。我们在多种数值例子中验证了该方法的有效性。
原文摘要 · Abstract (English)
The Mean-Field Schrodinger Bridge (MFSB) problem is an optimization problem aiming to find the minimum effort control policy to drive a McKean-Vlassov stochastic differential equation from one probability measure to another. In the context of multi-agent control, the objective is to control the configuration of a swarm of identical, interacting cooperative agents, as captured by the time-varying probability measure of their state. Available methods for solving this problem for distributions with continuous support rely either on spatial discretizations of the problem's domain or on approximating optimal solutions using neural networks trained through stochastic optimization schemes. For agents following Linear Time Varying dynamics, and for Gaussian Mixture Model boundary distributions, we propose a highly efficient parameterization to approximate the optimal solutions of the corresponding MFSB in closed form, without any learning step. Our proposed approach consists of a mixture of elementary policies, each solving a Gaussian-to-Gaussian Covariance Steering problem from the components of the initial mixture to the components of the terminal mixture. Leveraging the semidefinite formulation of the Covariance Steering problem, the proposed solver can handle probabilistic constraints on the system's state while maintaining numerical tractability. We illustrate our approach on a variety of numerical examples.
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