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Type of publication:Inproceedings
Entered by:BvB
TitleOptimal Control in Large Stochastic Multi-Agent Systems
Bibtex cite ID
Booktitle Proceedings of the 7th Annual Symposium on Adaptive and Learning Agents and Multi-Agent Systems (ALAMAS 2007)
Year published 2007
Month April
Pages 9-10
Location 2-3 April 2007, Maastricht, The Netherlands
Keywords stochastic optimal control,multi-agent systems
Abstract
We study optimal control in large stochastic multi-agent systems in continuous space and time. We consider multi-agent systems where agents have independent dynamics with additive noise and control. The goal is to minimize the joint cost, which consists of a state dependent term and a term quadratic in the control. The system is described by a mathematical model, and an explicit solution is given. We focus on large systems where agents have to distribute themselves over a number of targets with minimal cost. In such a setting the optimal control problem is equivalent to a graphical model inference problem. Exact inference will be intractable, and we use the mean field approximation to compute accurate approximations of the optimal controls. We conclude that near to optimal control in large stochastic multi-agent systems is possible with this approach.
Authors
van den Broek, Bart
Wiegerinck, Wim
Kappen, Hilbert J.
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