No Arabic abstract
This paper studies a stochastic robotic surveillance problem where a mobile robot moves randomly on a graph to capture a potential intruder that strategically attacks a location on the graph. The intruder is assumed to be omniscient: it knows the current location of the mobile agent and can learn the surveillance strategy. The goal for the mobile robot is to design a stochastic strategy so as to maximize the probability of capturing the intruder. We model the strategic interactions between the surveillance robot and the intruder as a Stackelberg game, and optimal and suboptimal Markov chain based surveillance strategies in star, complete and line graphs are studied. We first derive a universal upper bound on the capture probability, i.e., the performance limit for the surveillance agent. We show that this upper bound is tight in the complete graph and further provide suboptimality guarantees for a natural design. For the star and line graphs, we first characterize dominant strategies for the surveillance agent and the intruder. Then, we rigorously prove the optimal strategy for the surveillance agent.
This article surveys recent advancements of strategy designs for persistent robotic surveillance tasks with the focus on stochastic approaches. The problem describes how mobile robots stochastically patrol a graph in an efficient way where the efficiency is defined with respect to relevant underlying performance metrics. We first start by reviewing the basics of Markov chains, which is the primary motion model for stochastic robotic surveillance. Then two main criteria regarding the speed and unpredictability of surveillance strategies are discussed. The central objects that appear throughout the treatment is the hitting times of Markov chains, their distributions and expectations. We formulate various optimization problems based on the concerned metrics in different scenarios and establish their respective properties.
This paper is concerned with a Stackelberg stochastic differential game on a finite horizon in feedback information pattern. A system of parabolic partial differential equations is obtained at the level of Hamiltonian to give the verification theorem of the feedback Stackelberg equilibrium. As an example, a linear quadratic Stackelberg stochastic differential game is investigated. Riccati equations are introduced to express the feedback Stackelberg equilibrium, analytical and numerical solutions to these Riccati equations are discussed in some special cases.
Motivated by robotic surveillance applications, this paper studies the novel problem of maximizing the return time entropy of a Markov chain, subject to a graph topology with travel times and stationary distribution. The return time entropy is the weighted average, over all graph nodes, of the entropy of the first return times of the Markov chain; this objective function is a function series that does not admit in general a closed form. The paper features theoretical and computational contributions. First, we obtain a discrete-time delayed linear system for the return time probability distribution and establish its convergence properties. We show that the objective function is continuous over a compact set and therefore admits a global maximum; a unique globally-optimal solution is known only for complete graphs with unitary travel times. We then establish upper and lower bounds between the return time entropy and the well-known entropy rate of the Markov chain. To compute the optimal Markov chain numerically, we establish the asymptotic equality between entropy, conditional entropy and truncated entropy, and propose an iteration to compute the gradient of the truncated entropy. Finally, we apply these results to the robotic surveillance problem. Our numerical results show that, for a model of rational intruder over prototypical graph topologies and test cases, the maximum return time entropy chain performs better than several existing Markov chains.
In 2011, Rideau and Winskel introduced concurrent games and strategies as event structures, generalizing prior work on causal formulations of games. In this paper we give a detailed, self-contained and slightly-updated account of the results of Rideau and Winskel: a notion of pre-strategy based on event structures; a characterisation of those pre-strategies (deemed strategies) which are preserved by composition with a copycat strategy; and the construction of a bicategory of these strategies. Furthermore, we prove that the corresponding category has a compact closed structure, and hence forms the basis for the semantics of concurrent higher-order computation.
Two major problems in modern cities are air contamination and road congestion. They are closely related and present a similar origin: traffic flow. To face these problems, local governments impose traffic restrictions to prevent the entry of vehicles into sensitive areas, with the final aim of dropping down air pollution levels. However, these restrictions force drivers to look for alternative routes that usually generate congestions, implying both longer travel times and higher levels of air pollution. In this work, combining optimal control of partial differential equations and computational modelling, we formulate a multi-objective control problem with air pollution and drivers travel time as objectives and look for its optimal solutions in the sense of Stackelberg. In this problem, local government (the leader) implements traffic restrictions meanwhile the set of drivers (the follower) acts choosing travel preferences against leader constraints. Numerically, the discretized problem is solved by combining genetic-elitist algorithms and interior-point methods, and computational results for a realistic case posed in the Guadalajara Metropolitan Area (Mexico) are shown.