Discrete-Time Linear-Quadratic Regulation via Optimal Transport

Mathias Hudoba De Badyn, Erik Miehling, Dylan Janak, Behcet Acikmese, Mehran Mesbahi, Tamer Basar, John Lygeros, Roy S. Smith

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

In this paper, we consider a discrete-time stochastic control problem with uncertain initial and target states. We first discuss the connection between optimal transport and stochastic control problems of this form. Next, we formulate a linear-quadratic regulator problem where the initial and terminal states are distributed according to specified probability densities. A closed-form solution for the optimal transport map in the case of linear-time varying systems is derived, along with an algorithm for computing the optimal map. Two numerical examples pertaining to swarm deployment demonstrate the practical applicability of the model, and performance of the numerical method.

Original languageEnglish (US)
Title of host publication60th IEEE Conference on Decision and Control, CDC 2021
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages3060-3065
Number of pages6
ISBN (Electronic)9781665436595
DOIs
StatePublished - 2021
Externally publishedYes
Event60th IEEE Conference on Decision and Control, CDC 2021 - Austin, United States
Duration: Dec 13 2021Dec 17 2021

Publication series

NameProceedings of the IEEE Conference on Decision and Control
Volume2021-December
ISSN (Print)0743-1546
ISSN (Electronic)2576-2370

Conference

Conference60th IEEE Conference on Decision and Control, CDC 2021
Country/TerritoryUnited States
CityAustin
Period12/13/2112/17/21

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Modeling and Simulation
  • Control and Optimization

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