Entropic Model Predictive Optimal Transport over Dynamical Systems

Autor:	Ito, Kaito, Kashima, Kenji
Rok vydání:	2023
Předmět:	Mathematics - Optimization and Control Electrical Engineering and Systems Science - Systems and Control
Druh dokumentu:	Working Paper
Popis:	We consider the optimal control problem of steering an agent population to a desired distribution over an infinite horizon. This is an optimal transport problem over dynamical systems, which is challenging due to its high computational cost. In this paper, by using entropy regularization, we propose Sinkhorn MPC, which is a dynamical transport algorithm integrating model predictive control (MPC) and the so-called Sinkhorn algorithm. The notable feature of the proposed method is that it achieves cost-effective transport in real time by performing control and transport planning simultaneously, which is illustrated in numerical examples. Moreover, under some assumption on iterations of the Sinkhorn algorithm integrated in MPC, we reveal the global convergence property for Sinkhorn MPC thanks to the entropy regularization. Furthermore, focusing on a quadratic control cost, without the aforementioned assumption we show the ultimate boundedness and the local asymptotic stability for Sinkhorn MPC. Comment: Accepted to Automatica. arXiv admin note: text overlap with arXiv:2203.08415
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2301.06492 Zobrazit plný text záznamu View this record from Arxiv