arXiv subjects

Kenji Kashima

Publications and source records attributed to Kenji Kashima.

35 records · Page 2Linked to original sources

arXiv2024

Minimum energy density steering of linear systems with Gromov-Wasserstein terminal cost

In this paper, we newly formulate and solve the optimal density control problem with Gromov-Wasserstein (GW) terminal cost in discrete-time linear Gaussian systems. Differently from the Wasserstein or Kullback-Leibler distances employed in the existing works, the GW distance quantifies the difference in shapes of the distribution, which is invariant under translation and rotation. Consequently, our formulation allows us to find small energy inputs that achieve the desired shape of the terminal distribution, which has practical applications, e.g., robotic swarms. We demonstrate that the problem can be reduced to a Difference of Convex (DC) programming, which is efficiently solvable through the DC algorithm. Through numerical experiments, we confirm that the state distribution reaches the terminal distribution that can be realized with the minimum control energy among those having the specified shape.

math.OC↗

arXiv2023

Entropic Model Predictive Optimal Transport for Underactuated Linear Systems

This letter investigates dynamical optimal transport of underactuated linear systems over an infinite time horizon. In our previous work, we proposed to integrate model predictive control and the celebrated Sinkhorn algorithm to perform efficient dynamical transport of agents. However, the proposed method requires the invertibility of input matrices, which severely limits its applicability. To resolve this issue, we extend the method to (possibly underactuated) controllable linear systems. In addition, we ensure the convergence properties of the method for general controllable linear systems. The effectiveness of the proposed method is demonstrated by a numerical example.

math.OC↗

arXiv2023

Maximum entropy optimal density control of discrete-time linear systems and Schrödinger bridges

We consider an entropy-regularized version of optimal density control of deterministic discrete-time linear systems. Entropy regularization, or a maximum entropy (MaxEnt) method for optimal control has attracted much attention especially in reinforcement learning due to its many advantages such as a natural exploration strategy. Despite the merits, high-entropy control policies induced by the regularization introduce probabilistic uncertainty into systems, which severely limits the applicability of MaxEnt optimal control to safety-critical systems. To remedy this situation, we impose a Gaussian density constraint at a specified time on the MaxEnt optimal control to directly control state uncertainty. Specifically, we derive the explicit form of the MaxEnt optimal density control. In addition, we also consider the case where density constraints are replaced by fixed point constraints. Then, we characterize the associated state process as a pinned process, which is a generalization of the Brownian bridge to linear systems. Finally, we reveal that the MaxEnt optimal density control gives the so-called Schrödinger bridge associated to a discrete-time linear system.

math.OC↗

arXiv2023

An LMI Framework for Contraction-based Nonlinear Control Design by Derivatives of Gaussian Process Regression

Contraction theory formulates the analysis of nonlinear systems in terms of Jacobian matrices. Although this provides the potential to develop a linear matrix inequality (LMI) framework for nonlinear control design, conditions are imposed not on controllers but on their partial derivatives, which makes control design challenging. In this paper, we illustrate this so-called integrability problem can be solved by a non-standard use of Gaussian process regression (GPR) for parameterizing controllers and then establish an LMI framework of contraction-based control design for nonlinear discrete-time systems, as an easy-to-implement tool. Later on, we consider the case where the drift vector fields are unknown and employ GPR for functional fitting as its standard use. GPR describes learning errors in terms of probability, and thus we further discuss how to incorporate stochastic learning errors into the proposed LMI framework.

eess.SY↗

arXiv2023

Entropic Model Predictive Optimal Transport over Dynamical Systems

We consider the optimal control problem of steering an agent population to a desired distribution over an infinite horizon. This is an optimal transport problem over dynamical systems, which is challenging due to its high computational cost. In this paper, by using entropy regularization, we propose Sinkhorn MPC, which is a dynamical transport algorithm integrating model predictive control (MPC) and the so-called Sinkhorn algorithm. The notable feature of the proposed method is that it achieves cost-effective transport in real time by performing control and transport planning simultaneously, which is illustrated in numerical examples. Moreover, under some assumption on iterations of the Sinkhorn algorithm integrated in MPC, we reveal the global convergence property for Sinkhorn MPC thanks to the entropy regularization. Furthermore, focusing on a quadratic control cost, without the aforementioned assumption we show the ultimate boundedness and the local asymptotic stability for Sinkhorn MPC.

math.OC↗

arXiv2022

Resilience Evaluation of Entropy Regularized Logistic Networks with Probabilistic Cost

The demand for resilient logistics networks has increased because of recent disasters. When we consider optimization problems, entropy regularization is a powerful tool for the diversification of a solution. In this study, we proposed a method for designing a resilient logistics network based on entropy regularization. Moreover, we proposed a method for analytical resilience criteria to reduce the ambiguity of resilience. First, we modeled the logistics network, including factories, distribution bases, and sales outlets in an efficient framework using entropy regularization. Next, we formulated a resilience criterion based on probabilistic cost and Kullback--Leibler divergence. Finally, our method was performed using a simple logistics network, and the resilience of the three logistics plans designed by entropy regularization was demonstrated.

eess.SY↗

arXiv2022

Matrix Pontryagin principle approach to controllability metrics maximization under sparsity constraints

Controllability maximization problem under sparsity constraints is a node selection problem that selects inputs that are effective for control in order to minimize the energy to control for desired state. In this paper we discuss the equivalence between the sparsity constrained controllability metrics maximization problems and their convex relaxation. The proof is based on the matrix-valued Pontryagin maximum principle applied to the controllability Lyapunov differential equation.

math.OC↗

arXiv2022

Kullback-Leibler control for discrete-time nonlinear systems on continuous spaces

Kullback-Leibler (KL) control enables efficient numerical methods for nonlinear optimal control problems. The crucial assumption of KL control is the full controllability of the transition distribution. However, this assumption is often violated when the dynamics evolves in a continuous space. Consequently, applying KL control to problems with continuous spaces requires some approximation, which leads to the lost of the optimality. To avoid such approximation, in this paper, we reformulate the KL control problem for continuous spaces so that it does not require unrealistic assumptions. The key difference between the original and reformulated KL control is that the former measures the control effort by KL divergence between controlled and uncontrolled transition distributions while the latter replaces the uncontrolled transition by a noise-driven transition. We show that the reformulated KL control admits efficient numerical algorithms like the original one without unreasonable assumptions. Specifically, the associated value function can be computed by using a Monte Carlo method based on its path integral representation.

eess.SY↗

arXiv2022

Learning Stabilizable Deep Dynamics Models

When neural networks are used to model dynamics, properties such as stability of the dynamics are generally not guaranteed. In contrast, there is a recent method for learning the dynamics of autonomous systems that guarantees global exponential stability using neural networks. In this paper, we propose a new method for learning the dynamics of input-affine control systems. An important feature is that a stabilizing controller and control Lyapunov function of the learned model are obtained as well. Moreover, the proposed method can also be applied to solving Hamilton-Jacobi inequalities. The usefulness of the proposed method is examined through numerical examples.

cs.LG↗

arXiv2022

Sinkhorn MPC: Model predictive optimal transport over dynamical systems

We consider the optimal control problem of steering an agent population to a desired distribution over an infinite horizon. This is an optimal transport problem over a dynamical system, which is challenging due to its high computational cost. In this paper, we propose Sinkhorn MPC, which is a dynamical transport algorithm combining model predictive control and the so-called Sinkhorn algorithm. The notable feature of the proposed method is that it achieves cost-effective transport in real time by performing control and transport planning simultaneously. In particular, for linear systems with an energy cost, we reveal the fundamental properties of Sinkhorn MPC such as ultimate boundedness and asymptotic stability.

math.OC↗

arXiv2021

Sparse optimal stochastic control

In this paper, we investigate a sparse optimal control of continuous-time stochastic systems. We adopt the dynamic programming approach and analyze the optimal control via the value function. Due to the non-smoothness of the $L^0$ cost functional, in general, the value function is not differentiable in the domain. Then, we characterize the value function as a viscosity solution to the associated Hamilton-Jacobi-Bellman (HJB) equation. Based on the result, we derive a necessary and sufficient condition for the $L^0$ optimality, which immediately gives the optimal feedback map. Especially for control-affine systems, we consider the relationship with $L^1$ optimal control problem and show an equivalence theorem.

math.OC↗

arXiv2021

Multiple sparsity constrained control node scheduling with application to rebalancing of mobility networks

This paper treats an optimal scheduling problem of control nodes in networked systems. We newly introduce both the L0 and l0 constraints on control inputs to extract a time-varying small number of effective control nodes. As the cost function, we adopt the trace of the controllability Gramian to reduce the required control energy. Since the formulated optimization problem is combinatorial, we introduce a convex relaxation problem for its computational tractability. After a reformulation of the problem into an optimal control problem to which Pontryagin's maximum principle is applicable, we give a sufficient condition under which the relaxed problem gives a solution of the main problem. Finally, the proposed method is applied to a rebalancing problem of a mobility network.

math.OC↗

arXiv2021

Structured Hammerstein-Wiener Model Learning for Model Predictive Control

This paper aims to improve the reliability of optimal control using models constructed by machine learning methods. Optimal control problems based on such models are generally non-convex and difficult to solve online. In this paper, we propose a model that combines the Hammerstein-Wiener model with input convex neural networks, which have recently been proposed in the field of machine learning. An important feature of the proposed model is that resulting optimal control problems are effectively solvable exploiting their convexity and partial linearity while retaining flexible modeling ability. The practical usefulness of the method is examined through its application to the modeling and control of an engine airpath system.

math.OC↗

arXiv2021

Bayesian Differential Privacy for Linear Dynamical Systems

Differential privacy is a privacy measure based on the difficulty of discriminating between similar input data. In differential privacy analysis, similar data usually implies that their distance does not exceed a predetermined threshold. It, consequently, does not take into account the difficulty of distinguishing data sets that are far apart, which often contain highly private information. This problem has been pointed out in the research on differential privacy for static data, and Bayesian differential privacy has been proposed, which provides a privacy protection level even for outlier data by utilizing the prior distribution of the data. In this study, we introduce this Bayesian differential privacy to dynamical systems, and provide privacy guarantees for distant input data pairs and reveal its fundamental property. For example, we design a mechanism that satisfies the desired level of privacy protection, which characterizes the trade-off between privacy and information utility.

math.OC↗

arXiv2016

Noise Response Data Reveal Novel Controllability Gramian for Nonlinear Network Dynamics

Control of nonlinear large-scale dynamical networks, e.g., collective behavior of agents interacting via a scale-free connection topology, is a central problem in many scientific and engineering fields. For the linear version of this problem, the so-called controllability Gramian has played an important role to quantify how effectively the dynamical states are reachable by a suitable driving input. In this paper, we first extend the notion of the controllability Gramian to nonlinear dynamics in terms of the Gibbs distribution. Next, we show that, when the networks are open to environmental noise, the newly defined Gramian is equal to the covariance matrix associated with randomly excited, but uncontrolled, dynamical state trajectories. This fact theoretically justifies a simple Monte Carlo simulation that can extract effectively controllable subdynamics in nonlinear complex networks. In addition, the result provides a novel insight into the relationship between controllability and statistical mechanics.

math.OC↗

arXiv2008

Effects of time delay in feedback control of linear quantum systems

We investigate feedback control of linear quantum systems subject to feedback-loop time delays. In particular, we examine the relation between the potentially achievable control performance and the time delays, and provide theoretical guidelines for the future experimental setup in two physical systems, which are typical in this research field. The evaluation criterion for the analysis is given by the optimal control performance formula, the derivation of which is from the classical control theoretic results about the input-output delay systems.

quant-ph↗

arXiv2008

Control of Quantum Systems Despite Feedback Delay

Feedback control (based on the quantum continuous measurement) of quantum systems inevitably suffers from estimation delays. In this paper we give a delay-dependent stability criterion for a wide class of nonlinear stochastic systems including quantum spin systems. We utilize a semi-algebraic problem approach to incorporate the structure of density matrices. To show the effectiveness of the result, we derive a globally stabilizing control law for a quantum spin-1/2 systems in the face of feedback delays.

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