Kinetic description of optimal control problems and applications to opinion consensus

In this paper an optimal control problem for a large system of interacting agents is considered using a kinetic perspective. As a prototype model we analyze a microscopic model of opinion formation under constraints. For this problem a Boltzmann-type equation based on a model predictive control formulation is introduced and discussed. In particular, the receding horizon strategy permits to embed the minimization of suitable cost functional into binary particle interactions. The corresponding Fokker-Planck asymptotic limit is also derived and explicit expressions of stationary solutions are given. Several numerical results showing the robustness of the present approach are finally reported.Comment: 25 pages, 18 figure

Modeling Cooperative Navigation in Dense Human Crowds

For robots to be a part of our daily life, they need to be able to navigate among crowds not only safely but also in a socially compliant fashion. This is a challenging problem because humans tend to navigate by implicitly cooperating with one another to avoid collisions, while heading toward their respective destinations. Previous approaches have used hand-crafted functions based on proximity to model human-human and human-robot interactions. However, these approaches can only model simple interactions and fail to generalize for complex crowded settings. In this paper, we develop an approach that models the joint distribution over future trajectories of all interacting agents in the crowd, through a local interaction model that we train using real human trajectory data. The interaction model infers the velocity of each agent based on the spatial orientation of other agents in his vicinity. During prediction, our approach infers the goal of the agent from its past trajectory and uses the learned model to predict its future trajectory. We demonstrate the performance of our method against a state-of-the-art approach on a public dataset and show that our model outperforms when predicting future trajectories for longer horizons.Comment: Accepted at ICRA 201

Human Motion Trajectory Prediction: A Survey

With growing numbers of intelligent autonomous systems in human environments, the ability of such systems to perceive, understand and anticipate human behavior becomes increasingly important. Specifically, predicting future positions of dynamic agents and planning considering such predictions are key tasks for self-driving vehicles, service robots and advanced surveillance systems. This paper provides a survey of human motion trajectory prediction. We review, analyze and structure a large selection of work from different communities and propose a taxonomy that categorizes existing methods based on the motion modeling approach and level of contextual information used. We provide an overview of the existing datasets and performance metrics. We discuss limitations of the state of the art and outline directions for further research.Comment: Submitted to the International Journal of Robotics Research (IJRR), 37 page

Portfolio Optimization and Model Predictive Control: A Kinetic Approach

In this paper, we introduce a large system of interacting financial agents in which each agent is faced with the decision of how to allocate his capital between a risky stock or a risk-less bond. The investment decision of investors, derived through an optimization, drives the stock price. The model has been inspired by the econophysical Levy-Levy-Solomon model (Economics Letters, 45). The goal of this work is to gain insights into the stock price and wealth distribution. We especially want to discover the causes for the appearance of power-laws in financial data. We follow a kinetic approach similar to (D. Maldarella, L. Pareschi, Physica A, 391) and derive the mean field limit of our microscopic agent dynamics. The novelty in our approach is that the financial agents apply model predictive control (MPC) to approximate and solve the optimization of their utility function. Interestingly, the MPC approach gives a mathematical connection between the two opponent economic concepts of modeling financial agents to be rational or boundedly rational. Furthermore, this is to our knowledge the first kinetic portfolio model which considers a wealth and stock price distribution simultaneously. Due to our kinetic approach, we can study the wealth and price distribution on a mesoscopic level. The wealth distribution is characterized by a lognormal law. For the stock price distribution, we can either observe a lognormal behavior in the case of long-term investors or a power-law in the case of high-frequency trader. Furthermore, the stock return data exhibits a fat-tail, which is a well known characteristic of real financial data