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Register a new userMean-field optimal control for biological pattern formation
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Added by
Lisa Maria Kreusser
Publication date
2020
fields
Informatics Engineering
and research's language is
English
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We propose a mean-field optimal control problem for the parameter identification of a given pattern. The cost functional is based on the Wasserstein distance between the probability measures of the modeled and the desired patterns. The first-order optimality conditions corresponding to the optimal control problem are derived using a Lagrangian approach on the mean-field level. Based on these conditions we propose a gradient descent method to identify relevant parameters such as angle of rotation and force scaling which may be spatially inhomogeneous. We discretize the first-order optimality conditions in order to employ the algorithm on the particle level. Moreover, we prove a rate for the convergence of the controls as the number of particles used for the discretization tends to infinity. Numerical results for the spatially homogeneous case demonstrate the feasibility of the approach.
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A mean-field selective optimal control problem of multipopulation dynamics via transient leadership is considered. The agents in the system are described by their spatial position and their probability of belonging to a certain population. The dynamics in the control problem is characterized by the presence of an activation function which tunes the control on each agent according to the membership to a population, which, in turn, evolves according to a Markov-type jump process. This way, a hypothetical policy maker can select a restricted pool of agents to act upon based, for instance, on their time-dependent influence on the rest of the population. A finite-particle control problem is studied and its mean-field limit is identified via $Gamma$-convergence, ensuring convergence of optimal controls. The dynamics of the mean-field optimal control is governed by a continuity-type equation without diffusion. Specific applications in the context of opinion dynamics are discussed with some numerical experiments.
We study a multiscale approach for the control of agent-based, two-population models. The control variable acts over one population of leaders, which influence the population of followers via the coupling generated by their interaction. We cast a quadratic optimal control problem for the large-scale microscale model, which is approximated via a Boltzmann approach. By sampling solutions of the optimal control problem associated to binary two-population dynamics, we generate sub-optimal control laws for the kinetic limit of the multi-population model. We present numerical experiments related to opinion dynamics assessing the performance of the proposed control design.
In this article, we propose a new unifying framework for the investigation of multi-agent control problems in the mean-field setting. Our approach is based on a new definition of differential inclusions for continuity equations formulated in the Wasserstein spaces of optimal transport. The latter allows to extend several known results of the classical theory of differential inclusions, and to prove an exact correspondence between solutions of differential inclusions and control systems. We show its appropriateness on an example of leader-follower evacuation problem.
Least squares Monte Carlo methods are a popular numerical approximation method for solving stochastic control problems. Based on dynamic programming, their key feature is the approximation of the conditional expectation of future rewards by linear least squares regression. Hence, the choice of basis functions is crucial for the accuracy of the method. Earlier work by some of us [Belomestny, Schoenmakers, Spokoiny, Zharkynbay. Commun.~Math.~Sci., 18(1):109-121, 2020] proposes to emph{reinforce} the basis functions in the case of optimal stopping problems by already computed value functions for later times, thereby considerably improving the accuracy with limited additional computational cost. We extend the reinforced regression method to a general class of stochastic control problems, while considerably improving the methods efficiency, as demonstrated by substantial numerical examples as well as theoretical analysis.
In this article, we investigate some of the fine properties of the value function associated to an optimal control problem in the Wasserstein space of probability measures. Building on new interpolation and linearisation formulas for non-local flows, we prove semiconcavity estimates for the value function, and establish several variants of the so-called sensitivity relations which provide connections between its superdifferential and the adjoint curves stemming from the maximum principle. We subsequently make use of these results to study the propagation of regularity for the value function along optimal trajectories, as well as to investigate sufficient optimality conditions and optimal feedbacks for mean-field optimal control problems.
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