arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2004.14834math.OC
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随机批处理方法的模型预测控制导引问题

Model predictive control with random batch methods for a guiding problem

Dongnam Ko, Enrique Zuazua

摘要:

我们建模,仿真和控制的一群逃避者的行为下,排斥驱动程序的引导问题。该问题是制定在一个最优控制框架,其中的驱动程序(控制)的目的是引导逃避者(状态)的欧几里得空间的一个所需的区域。这种模型的数值模拟对于大量相互作用的代理很快变得不可行。为了降低计算成本,我们使用随机批处理方法(RBM),它提供了一个计算上可行的近似动力学。在每个时间步,RBM将粒子集随机划分为小的子集(批次),仅考虑每个批次内的相互作用。由于平均效应,RBM近似收敛到精确的动态时间离散变得更精细。我们提出了一种算法,导致最优控制的一个固定的RBM近似轨迹使用经典的梯度下降。所得到的控制不是最优的原始完整的系统,而是减少RBM模型。然后,我们采用模型预测控制(MPC)策略来处理动态中的误差。当系统随时间演变时,MPC策略包括周期性地更新状态并计算长时间范围内的最优控制,其在较短时间范围内递归地实现。这导致半反馈控制策略。通过数值实验,我们表明,RBM和MPC的组合导致显着减少的计算成本,保持控制整体动态的能力。

英文摘要:

We model, simulate and control the guiding problem for a herd of evaders under the action of repulsive drivers. The problem is formulated in an optimal control framework, where the drivers (controls) aim to guide the evaders (states) to a desired region of the Euclidean space. The numerical simulation of such models quickly becomes unfeasible for a large number of interacting agents. To reduce the computational cost, we use the Random Batch Method (RBM), which provides a computationally feasible approximation of the dynamics. At each time step, the RBM randomly divides the set of particles into small subsets (batches), considering only the interactions inside each batch. Due to the averaging effect, the RBM approximation converges to the exact dynamics as the time discretization gets finer. We propose an algorithm that leads to the optimal control of a fixed RBM approximated trajectory using a classical gradient descent. The resulting control is not optimal for the original complete system, but rather for the reduced RBM model. We then adopt a Model Predictive Control (MPC) strategy to handle the error in the dynamics. While the system evolves in time, the MPC strategy consists in periodically updating the state and computing the optimal control over a long-time horizon, which is implemented recursively in a shorter time-horizon. This leads to a semi-feedback control strategy. Through numerical experiments we show that the combination of RBM and MPC leads to a significant reduction of the computational cost, preserving the capacity of controlling the overall dynamics.

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