Passive Dynamics in Mean Field Control

Ana Bušic 1, 2 Sean Meyn 3
1 DYOGENE - Dynamics of Geometric Networks
CNRS - Centre National de la Recherche Scientifique : UMR8548, Inria Paris-Rocquencourt, DI-ENS - Département d'informatique de l'École normale supérieure
Abstract : Mean-field models are a popular tool in a variety of fields. They provide an understanding of the impact of interactions among a large number of particles or people or other "self-interested agents", and are an increasingly popular tool in distributed control. This paper considers a particular randomized distributed control architecture introduced in our own recent work. In numerical results it was found that the associated mean-field model had attractive properties for purposes of control. In particular, when viewed as an input-output system, its linearization was found to be minimum phase. In this paper we take a closer look at the control model. The results are summarized as follows: (i) The Markov Decision Process framework of Todorov is extended to continuous time models, in which the "control cost" is based on relative entropy. This is the basis of the construction of a family of controlled Markovian generators. (ii) A decentralized control architecture is proposed in which each agent evolves as a controlled Markov process. A central authority broadcasts a common control signal to each agent. The central authority chooses this signal based on an aggregate scalar output of the Markovian agents. (iii) Provided the control-free system is a reversible Markov process, the following identity holds for the linearization, Real(G(jω))=PSDY(ω)≥0,ω∈ℜ, where the right hand side denotes the power spectral density for the output of any one of the individual (control-free) Markov processes.
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Ana Bušic, Sean Meyn. Passive Dynamics in Mean Field Control. 53st IEEE Conference on Decision and Control, Dec 2014, Los Angeles, United States. ⟨10.1109/CDC.2014.7039805⟩. ⟨hal-01099919⟩



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