Stochastic Optimal Control in Continuous Space-Time Multi-Agent Systems
Wim Wiegerinck, Bart van den Broek, Hilbert Kappen
Recently, a theory for stochastic optimal control in non-linear dynamical systems in continuous space-time has been developed (Kappen, 2005). We apply this theory to collaborative multi-agent systems. The agents evolve according to a given non-linear dynamics with additive Wiener noise. Each agent can control its own dynamics. The goal is to minimize the accumulated joint cost, which consists of a state dependent term and a term that is quadratic in the control. We focus on systems of non-interacting agents that have to distribute themselves optimally over a number of targets, given a set of end-costs for the different possible agent-target combinations. We show that optimal control is the combinatorial sum of independent single-agent single-target optimal controls weighted by a factor proportional to the end-costs of the different combinations. Thus, multi-agent control is related to a standard graphical model inference problem. The additional computational cost compared to single-agent control is exponential in the tree-width of the graph specifying the combinatorial sum times the number of targets. We illustrate the result by simulations of systems with up to 42 agents.
PDF Link: /papers/06/p528-wiegerinck.pdf
AUTHOR = "Wim Wiegerinck
and Bart van den Broek and Hilbert Kappen",
TITLE = "Stochastic Optimal Control in Continuous Space-Time Multi-Agent Systems",
BOOKTITLE = "Proceedings of the Twenty-Second Conference Annual Conference on Uncertainty in Artificial Intelligence (UAI-06)",
PUBLISHER = "AUAI Press",
ADDRESS = "Arlington, Virginia",
YEAR = "2006",
PAGES = "528--535"