Infinite horizon sparse optimal control

A class of infinite horizon optimal control problems involving $L^p$-type cost functionals with $0<p\leq 1$ is discussed. The existence of optimal controls is studied for both the convex case with $p=1$ and the nonconvex case with $0<p<1$, and the sparsity structure of the optimal controls promoted by the $L^p$-type penalties is analyzed. A dynamic programming approach is proposed to numerically approximate the corresponding sparse optimal controllers

An Efficient Policy Iteration Algorithm for Dynamic Programming Equations

We present an accelerated algorithm for the solution of static Hamilton-Jacobi-Bellman equations related to optimal control problems. Our scheme is based on a classic policy iteration procedure, which is known to have superlinear convergence in many relevant cases provided the initial guess is sufficiently close to the solution. In many cases, this limitation degenerates into a behavior similar to a value iteration method, with an increased computation time. The new scheme circumvents this problem by combining the advantages of both algorithms with an efficient coupling. The method starts with a value iteration phase and then switches to a policy iteration procedure when a certain error threshold is reached. A delicate point is to determine this threshold in order to avoid cumbersome computation with the value iteration and, at the same time, to be reasonably sure that the policy iteration method will finally converge to the optimal solution. We analyze the methods and efficient coupling in a number of examples in dimension two, three and four illustrating its properties

Optimal actuator design based on shape calculus

An approach to optimal actuator design based on shape and topology optimisation techniques is presented. For linear diffusion equations, two scenarios are considered. For the first one, best actuators are determined depending on a given initial condition. In the second scenario, optimal actuators are determined based on all initial conditions not exceeding a chosen norm. Shape and topological sensitivities of these cost functionals are determined. A numerical algorithm for optimal actuator design based on the sensitivities and a level-set method is presented. Numerical results support the proposed methodology.Comment: 41 pages, several figure

Polynomial approximation of high-dimensional Hamilton–Jacobi–Bellman equations and applications to feedback control of semilinear parabolic PDES

© 2018 Society for Industrial and Applied Mathematics. A procedure for the numerical approximation of high-dimensional Hamilton–Jacobi–Bellman (HJB) equations associated to optimal feedback control problems for semilinear parabolic equations is proposed. Its main ingredients are a pseudospectral collocation approximation of the PDE dynamics and an iterative method for the nonlinear HJB equation associated to the feedback synthesis. The latter is known as the successive Galerkin approximation. It can also be interpreted as Newton iteration for the HJB equation. At every step, the associated linear generalized HJB equation is approximated via a separable polynomial approximation ansatz. Stabilizing feedback controls are obtained from solutions to the HJB equations for systems of dimension up to fourteen

Invisible control of self-organizing agents leaving unknown environments

In this paper we are concerned with multiscale modeling, control, and simulation of self-organizing agents leaving an unknown area under limited visibility, with special emphasis on crowds. We first introduce a new microscopic model characterized by an exploration phase and an evacuation phase. The main ingredients of the model are an alignment term, accounting for the herding effect typical of uncertain behavior, and a random walk, accounting for the need to explore the environment under limited visibility. We consider both metrical and topological interactions. Moreover, a few special agents, the leaders, not recognized as such by the crowd, are "hidden" in the crowd with a special controlled dynamics. Next, relying on a Boltzmann approach, we derive a mesoscopic model for a continuum density of followers, coupled with a microscopic description for the leaders' dynamics. Finally, optimal control of the crowd is studied. It is assumed that leaders exploit the herding effect in order to steer the crowd towards the exits and reduce clogging. Locally-optimal behavior of leaders is computed. Numerical simulations show the efficiency of the optimization methods in both microscopic and mesoscopic settings. We also perform a real experiment with people to study the feasibility of the proposed bottom-up crowd control technique.Comment: in SIAM J. Appl. Math, 201

Supervised learning for kinetic consensus control

In this paper, how to successfully and efficiently condition a target population of agents towards consensus is discussed. To overcome the curse of dimensionality, the mean field formulation of the consensus control problem is considered. Although such formulation is designed to be independent of the number of agents, it is feasible to solve only for moderate intrinsic dimensions of the agents space. For this reason, the solution is approached by means of a Boltzmann procedure, i.e. quasi-invariant limit of controlled binary interactions as approximation of the mean field PDE. The need for an efficient solver for the binary interaction control problem motivates the use of a supervised learning approach to encode a binary feedback map to be sampled at a very high rate. A gradient augmented feedforward neural network for the Value function of the binary control problem is considered and compared with direct approximation of the feedback law.Comment: 6 pages, 3 figure