A Primal-Dual Method for Optimal Control and Trajectory Generation in High-Dimensional Systems

Presented is a method for efficient computation of the Hamilton-Jacobi (HJ) equation for time-optimal control problems using the generalized Hopf formula. Typically, numerical methods to solve the HJ equation rely on a discrete grid of the solution space and exhibit exponential scaling with dimension. The generalized Hopf formula avoids the use of grids and numerical gradients by formulating an unconstrained convex optimization problem. The solution at each point is completely independent, and allows a massively parallel implementation if solutions at multiple points are desired. This work presents a primal-dual method for efficient numeric solution and presents how the resulting optimal trajectory can be generated directly from the solution of the Hopf formula, without further optimization. Examples presented have execution times on the order of milliseconds and experiments show computation scales approximately polynomial in dimension with very small high-order coefficients.Comment: Updated references and funding sources. To appear in the proceedings of the 2018 IEEE Conference on Control Technology and Application

Koopman-Hopf Hamilton-Jacobi Reachability and Control

The Hopf formula for Hamilton-Jacobi Reachability analysis has been proposed for solving viscosity solutions of high-dimensional differential games as a space-parallelizeable method. In exchange, however, a complex, potentially non-convex optimization problem must be solved, limiting its application to linear time-varying systems. With the intent of solving Hamilton-Jacobi backwards reachable sets (BRS) and their corresponding online controllers, we pair the Hopf solution with Koopman theory, which can linearize high-dimensional nonlinear systems. We find that this is a viable method for approximating the BRS and performs better than local linearizations. Furthermore, we construct a Koopman-Hopf controller for robustly driving a 10-dimensional, nonlinear, stochastic, glycolysis model and find that it significantly out-competes both stochastic and game-theoretic Koopman-based model predictive controllers against stochastic disturbance

Algorithms for Optimal Paths of One, Many, and an Infinite Number of Agents

In this dissertation, we provide efficient algorithms for modeling the behavior of a single agent, multiple agents, and a continuum of agents. For a single agent, we combine the modeling framework of optimal control with advances in optimization splitting in order to efficiently find optimal paths for problems in very high-dimensions, thus providing alleviation from the curse of dimensionality. For a multiple, but finite, number of agents, we take the framework of multi-agent reinforcement learning and utilize imitation learning in order to decentralize a centralized expert, thus obtaining optimal multi-agents that act in a decentralized fashion. For a continuum of agents, we take the framework of mean-field games and use two neural networks, which we train in an alternating scheme, in order to efficiently find optimal paths for high-dimensional and stochastic problems. These tools cover a wide variety of use-cases that can be immediately deployed for practical applications

Stochastic analysis of nonlinear dynamics and feedback control for gene regulatory networks with applications to synthetic biology

The focus of the thesis is the investigation of the generalized repressilator model (repressing genes ordered in a ring structure). Using nonlinear bifurcation analysis stable and quasi-stable periodic orbits in this genetic network are characterized and a design for a switchable and controllable genetic oscillator is proposed. The oscillator operates around a quasi-stable periodic orbit using the classical engineering idea of read-out based control. Previous genetic oscillators have been designed around stable periodic orbits, however we explore the possibility of quasi-stable periodic orbit expecting better controllability. The ring topology of the generalized repressilator model has spatio-temporal symmetries that can be understood as propagating perturbations in discrete lattices. Network topology is a universal cross-discipline transferable concept and based on it analytical conditions for the emergence of stable and quasi-stable periodic orbits are derived. Also the length and distribution of quasi-stable oscillations are obtained. The findings suggest that long-lived transient dynamics due to feedback loops can dominate gene network dynamics. Taking the stochastic nature of gene expression into account a master equation for the generalized repressilator is derived. The stochasticity is shown to influence the onset of bifurcations and quality of oscillations. Internal noise is shown to have an overall stabilizing effect on the oscillating transients emerging from the quasi-stable periodic orbits. The insights from the read-out based control scheme for the genetic oscillator lead us to the idea to implement an algorithmic controller, which would direct any genetic circuit to a desired state. The algorithm operates model-free, i.e. in principle it is applicable to any genetic network and the input information is a data matrix of measured time series from the network dynamics. The application areas for readout-based control in genetic networks range from classical tissue engineering to stem cells specification, whenever a quantitatively and temporarily targeted intervention is required

SciCADE 95: International conference on scientific computation and differential equations

This report consists of abstracts from the conference. Topics include algorithms, computer codes, and numerical solutions for differential equations. Linear and nonlinear as well as boundary-value and initial-value problems are covered. Various applications of these problems are also included