论文标题
矩限制控制应用的最佳运输
Moment Constrained Optimal Transport for Control Applications
论文作者
论文摘要
本文涉及从最佳运输(OT)到平均场控制技术的应用,其中IT中感兴趣的概率度量对应于与大量受控药物相关的经验分布。感兴趣的控制目标激发了OT的单方面放松,其中第一个边缘是固定的,第二个边缘限制为矩类别:一组由广义力矩约束定义的概率度量。对于控制问题,这种放松特别有趣,因为它可以使代理的协调无需事先知道所需的分布。包括计算考虑因素激发了熵正规器的包含,并且对代理行为施加了严格的约束。提出了一种受sindhorn算法启发的计算方法来解决此问题。通过对电动汽车舰队充电,同时满足电网约束,可以说明这种分布式控制的新方法。在一项关于荷兰包含10,000辆EV充电交易的Elaadnl数据集的案例研究中提出并应用了在线版本。该经验验证证明了拟议方法在尊重网格约束时优化灵活性的有效性。
This paper concerns the application of techniques from optimal transport (OT) to mean field control, in which the probability measures of interest in OT correspond to empirical distributions associated with a large collection of controlled agents. The control objective of interest motivates a one-sided relaxation of OT, in which the first marginal is fixed and the second marginal is constrained to a moment class: a set of probability measures defined by generalized moment constraints. This relaxation is particularly interesting for control problems as it enables the coordination of agents without the need to know the desired distribution beforehand. The inclusion of an entropic regularizer is motivated by both computational considerations, and also to impose hard constraints on agent behavior. A computational approach inspired by the Sinkhorn algorithm is proposed to solve this problem. This new approach to distributed control is illustrated with an application of charging a fleet of electric vehicles while satisfying grid constraints. An online version is proposed and applied in a case study on the ElaadNL dataset containing 10,000 EV charging transactions in the Netherlands. This empirical validation demonstrates the effectiveness of the proposed approach to optimizing flexibility while respecting grid constraints.