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Benoît Bonnet

Publications and source records attributed to Benoît Bonnet.

18 recordsLinked to original sources

First-Order Pontryagin Maximum Principle for Risk-Averse Stochastic Optimal Control Problems

In this paper, we derive first-order Pontryagin optimality conditions for risk-averse stochastic optimal control problems subject to final time inequality constraints, and whose costs are general, possibly non-smooth finite coherent risk measures. Unlike preexisting contributions covering this situation, our analysis holds for classical stochastic differential equations driven by standard Brownian motions. In addition, it presents the advantages of neither involving second-order adjoint equations, nor leading to the so-called weak version of the PMP, in which the maximization condition with respect to the control variable is replaced by the stationarity of the Hamiltonian.

math.OC

Consensus Formation in First-Order Graphon Models with Time-Varying Topologies

In this article, we investigate the asymptotic formation of consensus for several classes of time-dependent cooperative graphon dynamics. After motivating the use of this type of macroscopic models to describe multi-agent systems, we adapt the classical notion of scrambling coefficient to this setting, leverage it to establish sufficient conditions ensuring the exponential convergence to consensus with respect to the $L^{\infty}$-norm topology. We then shift our attention to consensus formation expressed in terms of the $L^2$-norm, and prove three different consensus result for symmetric, balanced and strongly connected topologies, which involve a suitable generalisation of the notion of algebraic connectivity to this infinite-dimensional framework. We then show that, just as in the finite-dimensional setting, the notion of algebraic connectivity that we propose encodes information about the connectivity properties of the underlying interaction topology. We finally use the corresponding results to shed some light on the relation between $L^2$- and $L^{\infty}$-consensus formation, and illustrate our contributions by a series of numerical simulations.

math.OC

RoBIC: A benchmark suite for assessing classifiers robustness

Many defenses have emerged with the development of adversarial attacks. Models must be objectively evaluated accordingly. This paper systematically tackles this concern by proposing a new parameter-free benchmark we coin RoBIC. RoBIC fairly evaluates the robustness of image classifiers using a new half-distortion measure. It gauges the robustness of the network against white and black box attacks, independently of its accuracy. RoBIC is faster than the other available benchmarks. We present the significant differences in the robustness of 16 recent models as assessed by RoBIC.

cs.CV

A Measure Theoretical Approach to the Mean-field Maximum Principle for Training NeurODEs

In this paper we consider a measure-theoretical formulation of the training of NeurODEs in the form of a mean-field optimal control with $L^2$-regularization of the control. We derive first order optimality conditions for the NeurODE training problem in the form of a mean-field maximum principle, and show that it admits a unique control solution, which is Lipschitz continuous in time. As a consequence of this uniqueness property, the mean-field maximum principle also provides a strong quantitative generalization error for finite sample approximations. Our derivation of the mean-field maximum principle is much simpler than the ones currently available in the literature for mean-field optimal control problems, and is based on a generalized Lagrange multiplier theorem on convex sets of spaces of measures. The latter is also new, and can be considered as a result of independent interest.

math.OC

On the Properties of the Value Function Associated to a Mean-Field Optimal Control Problem of Bolza Type

In this paper, we obtain several structural results for the value function associated to a mean-field optimal control problem of Bolza type in the space of measures. After establishing the sensitivity relations bridging between the costates of the maximum principle and metric superdifferentials of the value function, we investigate semiconcavity properties of this latter with respect to both variables. We then characterise optimal trajectories using set-valued feedback mappings defined in terms of suitable directional derivatives of the value function.

math.OC

Semiconcavity and Sensitivity Analysis in Mean-Field Optimal Control and Applications

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.

math.OC

Variance Optimization and Control Regularity for Mean-Field Dynamics

We study a family of optimal control problems in which one aims at minimizing a cost that mixes a quadratic control penalization and the variance of the system, both for finitely many agents and for the mean-field dynamics as their number goes to infinity. While solutions of the discrete problem always exist in a unique and explicit form, the behavior of their macroscopic counterparts is very sensitive to the magnitude of the time horizon and penalization parameter. When one minimizes the final variance, there always exists a Lipschitz-in-space optimal controls for the infinite dimensional problem, which can be obtained as a suitable extension of the optimal controls for the finite-dimensional problems. The same holds true for variance maximizations whenever the time horizon is sufficiently small. On the contrary, for large final times (or equivalently for small penalizations of the control cost), it can be proven that there does not exist Lipschitz-regular optimal controls for the macroscopic problem.

math.OC

Consensus and Flocking under Communication Failures for a Class of Cucker-Smale Systems

In this paper, we study sufficient conditions for the emergence of asymptotic consensus and flocking in a certain class of non-linear generalised Cucker-Smale systems subject to multiplicative communication failures. Our approach is based on the combination of strict Lyapunov design together with the formulation of a suitable persistence condition for multi-agent systems. The latter can be interpreted as a lower bound on the algebraic connectivity of the time-average of the interaction graph generated by the communication weights, and provides quantitative decay estimates for the variance functional along the solutions of the system.

math.OC

Necessary Optimality Conditions for Optimal Control Problems in Wasserstein Spaces

In this article, we derive first-order necessary optimality conditions for a constrained optimal control problem formulated in the Wasserstein space of probability measures. To this end, we introduce a new notion of localised metric subdifferential for compactly supported probability measures, and investigate the intrinsic linearised Cauchy problems associated to non-local continuity equations. In particular, we show that when the velocity perturbations belong to the tangent cone to the convexification of the set of admissible velocities, the solutions of these linearised problems are tangent to the solution set of the corresponding continuity inclusion. We then make use of these novel concepts to provide a synthetic and geometric proof of the celebrated Pontryagin Maximum Principle for an optimal control problem with inequality final-point constraints. In addition, we propose sufficient conditions ensuring the normality of the maximum principle.

math.OC

Intrinsic Lipschitz Regularity of Mean-Field Optimal Controls

In this article, we provide sufficient conditions under which the controlled vector fields solution of optimal control problems formulated on continuity equations are Lipschitz regular in space. Our approach involves a novel combination of mean-field approximations for infinite-dimensional multi-agent optimal control problems, along with a careful extension of an existence result of locally optimal Lipschitz feedbacks. The latter is based on the reformulation of a coercivity estimate in the language of Wasserstein calculus, which is used to obtain uniform Lipschitz bounds along sequences of approximations by empirical measures.

math.OC

Adversarial Images through Stega Glasses

This paper explores the connection between steganography and adversarial images. On the one hand, ste-ganalysis helps in detecting adversarial perturbations. On the other hand, steganography helps in forging adversarial perturbations that are not only invisible to the human eye but also statistically undetectable. This work explains how to use these information hiding tools for attacking or defending computer vision image classification. We play this cat and mouse game with state-of-art classifiers, steganalyzers, and steganographic embedding schemes. It turns out that steganography helps more the attacker than the defender.

cs.CR

Mean-Field Optimal Control of Continuity Equations and Differential Inclusions

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.

math.OC

Differential Inclusions in Wasserstein Spaces: The Cauchy-Lipschitz Framework

In this article, we propose a general framework for the study of differential inclusions in the Wasserstein space of probability measures. Based on earlier geometric insights on the structure of continuity equations, we define solutions of differential inclusions as absolutely continuous curves whose driving velocity fields are measurable selections of multifunction taking their values in the space of vector fields. In this general setting, we prove three of the founding results of the theory of differential inclusions: Filippov's theorem, the Relaxation theorem, and the compactness of the solution sets. These contributions -- which are based on novel estimates on solutions of continuity equations -- are then applied to derive a new existence result for fully non-linear mean-field optimal control problems with closed-loop controls.

math.OC

The Pontryagin Maximum Principle in the Wasserstein Space

We prove a Pontryagin Maximum Principle for optimal control problems in the space of probability measures, where the dynamics is given by a transport equation with non-local velocity. We formulate this first-order optimality condition using the formalism of subdifferential calculus in Wasserstein spaces. We show that the geometric approach based on needle variations and on the evolution of the covector (here replaced by the evolution of a mesure on the dual space) can be translated into this formalism.

math.OC

A Pontryagin Maximum Principle in Wasserstein Spaces for Constrained Optimal Control Problems

In this paper, we prove a Pontryagin Maximum Principle for constrained optimal control problems in the Wasserstein space of probability measures. The dynamics, is described by a transport equation with non-local velocities and is subject to end-point and running state constraints. Building on our previous work, we combine the classical method of needle-variations from geometric control theory and the metric differential structure of the Wasserstein spaces to obtain a maximum principle stated in the so-called Gamkrelidze form.

math.OC

Sparse Control of Kinetic Cooperative Systems to Approximate Alignment

Cooperative systems are systems in which the forces among agents are non-repulsive. The free evolution of such systems can tend to the formation of patterns, such as consensus or clustering, depending on the properties and intensity of the interaction forces between agents. The kinetic cooperative systems are obtained as the mean field limits of these systems when the number of agents goes to infinity. These limit dynamics are described by transport partial differential equations involving non-local terms. In this article, we design a simple and robust control strategy steering any kinetic cooperative system to approximate alignment. The computation of the control at each instant will only require knowledge of the size of the support of the crowd in the phase space and of the Lipschitz constant of the interaction forces. Besides, the control we apply to our system is sparse, in the sense that it acts only on a small portion of the total population at each time. It also presents the features of being obtained through a constructive procedure and to be independent on the number of agents, making it convenient for applications.

math.OC