论文标题

多代理LQR的可分解性和并行计算

Decomposability and Parallel Computation of Multi-Agent LQR

论文作者

Jing, Gangshan, Bai, He, George, Jemin, Chakrabortty, Aranya

论文摘要

多机构系统(MAS)中的个体代理可能已经取消了开环动力学,但是合作控制目标通常会导致封闭环动力学耦合,从而使控制设计的计算昂贵。当诸如增强式学习(RL)之类的学习策略(RL)不得而知时,计算时间就会变得更高。为了解决此问题,我们为连续的时线性MAS中的线性二次调节器(LQR)设计提出了一个并行的RL方案。这个想法是利用LQR目标中$ Q $和$ r $权重矩阵嵌入两个图的结构属性,以定义可以将原始LQR设计转换为多个脱成较小尺寸的较小尺寸的LQR设计的正交转换。我们表明,如果MAS是均匀的,那么该分解将保留闭环最优性。出现了可分解性的条件,用于构建转换矩阵的算法,平行RL算法以及当设计应用于非均匀MAS时的鲁棒性分析。模拟表明,所提出的方法可以确保学习的速度显着,而不会损失LQR成本的累积价值。

Individual agents in a multi-agent system (MAS) may have decoupled open-loop dynamics, but a cooperative control objective usually results in coupled closed-loop dynamics thereby making the control design computationally expensive. The computation time becomes even higher when a learning strategy such as reinforcement learning (RL) needs to be applied to deal with the situation when the agents dynamics are not known. To resolve this problem, we propose a parallel RL scheme for a linear quadratic regulator (LQR) design in a continuous-time linear MAS. The idea is to exploit the structural properties of two graphs embedded in the $Q$ and $R$ weighting matrices in the LQR objective to define an orthogonal transformation that can convert the original LQR design to multiple decoupled smaller-sized LQR designs. We show that if the MAS is homogeneous then this decomposition retains closed-loop optimality. Conditions for decomposability, an algorithm for constructing the transformation matrix, a parallel RL algorithm, and robustness analysis when the design is applied to non-homogeneous MAS are presented. Simulations show that the proposed approach can guarantee significant speed-up in learning without any loss in the cumulative value of the LQR cost.

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