Entropic model predictive optimal transport over dynamical systems

DOI10.1016/J.AUTOMATICA.2023.110980MaRDI QIDQ6103050zbMATH OpenOpenAlexFDO

Authors Kaito Ito, Kenji Kashima

Publication date 26 June 2023

Published in Automatica (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://arxiv.org/abs/2301.06492

zbMATH Keywords

entropy regularizationmodel predictive controloptimal controloptimal transport

Mathematics Subject Classification ID

Model predictive control (93B45) Asymptotic stability in control theory (93D20)

Abstract: 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.

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Cited in

(4)

• Optimal transport over nonlinear systems via infinitesimal generators on graphs
• Optimal transportation plans with escort entropy regularization
• Distributed online optimization for multi-agent optimal transport
• Robust density steering for uncertain LTI control systems

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