arXiv subjects

Panagiotis Tsiotras

Publications and source records attributed to Panagiotis Tsiotras.

At least 127 records · Page 7Linked to original sources

arXiv2021

Forward-Backward Rapidly-Exploring Random Trees for Stochastic Optimal Control

We propose a numerical method for the computation of the forward-backward stochastic differential equations (FBSDE) appearing in the Feynman-Kac representation of the value function in stochastic optimal control problems. By the use of the Girsanov change of probability measures, it is demonstrated how a rapidly-exploring random tree (RRT) method can be utilized for the forward integration pass, as long as the controlled drift terms are appropriately compensated in the backward integration pass. Subsequently, a numerical approximation of the value function is proposed by solving a series of function approximation problems backwards in time along the edges of the constructed RRT. Moreover, a local entropy-weighted least squares Monte Carlo (LSMC) method is developed to concentrate function approximation accuracy in regions most likely to be visited by optimally controlled trajectories. The results of the proposed methodology are demonstrated on linear and nonlinear stochastic optimal control problems with non-quadratic running costs, which reveal significant convergence improvements over previous FBSDE-based numerical solution methods.

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arXiv2021

Relevant Region Exploration On General Cost-maps For Sampling-Based Motion Planning

Asymptotically optimal sampling-based planners require an intelligent exploration strategy to accelerate convergence. After an initial solution is found, a necessary condition for improvement is to generate new samples in the so-called "Informed Set". However, Informed Sampling can be ineffective in focusing search if the chosen heuristic fails to provide a good estimate of the solution cost. This work proposes an algorithm to sample the "Relevant Region" instead, which is a subset of the Informed Set. The Relevant Region utilizes cost-to-come information from the planner's tree structure, reduces dependence on the heuristic, and further focuses the search. Benchmarking tests in uniform and general cost-space settings demonstrate the efficacy of Relevant Region sampling.

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arXiv2021

TIE: Time-Informed Exploration For Robot Motion Planning

Anytime sampling-based methods are an attractive technique for solving kino-dynamic motion planning problems. These algorithms scale well to higher dimensions and can efficiently handle state and control constraints. However, an intelligent exploration strategy is required to accelerate their convergence and avoid redundant computations. Using ideas from reachability analysis, this work defines a "Time-Informed Set", that focuses the search for time-optimal kino-dynamic planning after an initial solution is found. Such a Time-Informed Set (TIS) includes all trajectories that can potentially improve the current best solution and hence exploration outside this set is redundant. Benchmarking experiments show that an exploration strategy based on the TIS can accelerate the convergence of sampling-based kino-dynamic motion planners.

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arXiv2021

LES: Locally Exploitative Sampling for Robot Path Planning

Sampling-based algorithms solve the path planning problem by generating random samples in the search-space and incrementally growing a connectivity graph or a tree. Conventionally, the sampling strategy used in these algorithms is biased towards exploration to acquire information about the search-space. In contrast, this work proposes an optimization-based procedure that generates new samples to improve the cost-to-come value of vertices in a neighborhood. The application of proposed algorithm adds an exploitative-bias to sampling and results in a faster convergence to the optimal solution compared to other state-of-the-art sampling techniques. This is demonstrated using benchmarking experiments performed fora variety of higher dimensional robotic planning tasks.

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arXiv2021

Information-Theoretic Abstractions for Planning in Agents with Computational Constraints

In this paper, we develop a framework for path-planning on abstractions that are not provided to the agent a priori but instead emerge as a function of the available computational resources. We show how a path-planning problem in an environment can be systematically approximated by solving a sequence of easier to solve problems on abstractions of the original space. The properties of the problem are analyzed, and a number of theoretical results are presented and discussed. A numerical example is presented to show the utility of the approach and to corroborate the theoretical findings. We conclude by providing a discussion detailing the connections of the proposed approach to anytime algorithms and bounded rationality.

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arXiv2021

Multi-Agent Consensus Subject to Communication and Privacy Constraints

We consider a multi-agent consensus problem in the presence of adversarial agents. The adversaries are able to listen to the inter-agent communications and try to estimate the state of the agents. The agents have a limited bit-rate for communication and are required to quantize the transmitted signal in order to meet the bit-rate constraint of the communication channel. We propose a consensus protocol that is protected against the adversaries, i.e., the expected mean-square error of the adversary state estimate is lower bounded. In order to deal with the bit-rate constraint, we propose a dynamic quantization scheme that guarantees protected consensus.

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arXiv2021

Information-Theoretic Abstractions for Resource-Constrained Agents via Mixed-Integer Linear Programming

In this paper, a mixed-integer linear programming formulation for the problem of obtaining task-relevant, multi-resolution, graph abstractions for resource-constrained agents is presented. The formulation leverages concepts from information-theoretic signal compression, specifically the information bottleneck (IB) method, to pose a graph abstraction problem as an optimal encoder search over the space of multi-resolution trees. The abstractions emerge in a task-relevant manner as a function of agent information-processing constraints, and are not provided to the system a priori. We detail our formulation and show how the problem can be realized as an integer linear program. A non-trivial numerical example is presented to demonstrate the utility in employing our approach to obtain hierarchical tree abstractions for resource-limited agents.

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arXiv2020

A Generalized A* Algorithm for Finding Globally Optimal Paths in Weighted Colored Graphs

Both geometric and semantic information of the search space is imperative for a good plan. We encode those properties in a weighted colored graph (geometric information in terms of edge weight and semantic information in terms of edge and vertex color), and propose a generalized A* to find the shortest path among the set of paths with minimal inclusion of low-ranked color edges. We prove the completeness and optimality of this Class-Ordered A* (COA*) algorithm with respect to the hereto defined notion of optimality. The utility of COA* is numerically validated in a ternary graph with feasible, infeasible, and unknown vertices and edges for the cases of a 2D mobile robot, a 3D robotic arm, and a 5D robotic arm with limited sensing capabilities. We compare the results of COA* to that of the regular A* algorithm, the latter of which finds the shortest path regardless of uncertainty, and we show that the COA* dominates the A* solution in terms of finding less uncertain paths.

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arXiv2020

Chance Constrained Covariance Control for Linear Stochastic Systems With Output Feedback

We consider the problem of steering, via output feedback, the state distribution of a discrete-time, linear stochastic system from an initial Gaussian distribution to a terminal Gaussian distribution with prescribed mean and maximum covariance, subject to probabilistic path constraints on the state. The filtered state is obtained via a Kalman filter, and the problem is formulated as a deterministic convex program in terms of the distribution of the filtered state. We observe that, in the presence of constraints on the state covariance, and in contrast to classical Linear Quadratic Gaussian (LQG) control, the optimal feedback control depends on both the process noise and the observation model. The effectiveness of the proposed approach is verified using a numerical example.

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arXiv2020

GPU Parallelization of Policy Iteration RRT#

Sampling-based planning has become a de facto standard for complex robots given its superior ability to rapidly explore high-dimensional configuration spaces. Most existing optimal sampling-based planning algorithms are sequential in nature and cannot take advantage of wide parallelism available on modern computer hardware. Further, tight synchronization of exploration and exploitation phases in these algorithms limits sample throughput and planner performance. Policy Iteration RRT# (PI-RRT#) exposes fine-grained parallelism during the exploitation phase, but this parallelism has not yet been evaluated using a concrete implementation. We first present a novel GPU implementation of PI-RRT#'s exploitation phase and discuss data structure considerations to maximize parallel performance. Our implementation achieves 3-4x speedup over a serial PI-RRT# implementation for a 77.9% decrease in overall planning time on average. As a second contribution, we introduce the Batched-Extension RRT# algorithm, which loosens the synchronization present in PI-RRT# to realize independent 12.97x and 12.54x speedups under serial and parallel exploitation, respectively.

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arXiv2020

Safe Optimal Control under Parametric Uncertainties

We address the issue of safe optimal path planning under parametric uncertainties using a novel regularizer that allows trading off optimality with safety. The proposed regularizer leverages the notion that collisions may be modeled as constraint violations in an optimal control setting in order to produce open-loop trajectories with reduced risk of collisions. The risk of constraint violation is evaluated using a state-dependent relevance function and first-order variations in the constraint function with respect to parametric variations. The approach is generic and can be adapted to any optimal control formulation that deals with constraints under parametric uncertainty. Simulations using a holonomic robot avoiding multiple dynamic obstacles with uncertain velocities are used to demonstrate the effectiveness of the proposed approach. Finally, we introduce the car vs. train problem to emphasize the dependence of the resultant risk aversion behavior on the form of the constraint function used to derive the regularizer.

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arXiv2020

Apollonius Allocation Algorithm for Heterogeneous Pursuers to Capture Multiple Evaders

In this paper, we address pursuit-evasion problems involving multiple pursuers and multiple evaders. The pursuer and the evader teams are assumed to be heterogeneous, in the sense that each team has agents with different speed capabilities. The pursuers are all assumed to be following a constant bearing strategy. A dynamic divide and conquer approach, where at every time instant each evader is assigned to a set of pursuers based on the instantaneous positions of all the players, is introduced to solve the multi-agent pursuit problem. In this regard, the corresponding multi-pursuer single-evader problem is analyzed first. Assuming that the evader can follow any strategy, a dynamic task allocation algorithm is proposed for the pursuers. The algorithm is based on the well-known Apollonius circle and allows the pursuers to allocate their resources in an intelligent manner while guaranteeing the capture of the evader in minimum time. The proposed algorithm is then extended to assign pursuers in multi-evader settings that is proven to capture all the evaders in finite time.

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arXiv2020

Bounded-Rational Pursuit-Evasion Games

We present a framework that incorporates the idea of bounded rationality into dynamic stochastic pursuit-evasion games. The solution of a stochastic game is characterized, in general, by its (Nash) equilibria in feedback form. However, computing these Nash equilibrium strategies may require extensive computational resources. In this paper, the agents are modeled as bounded rational entities having limited computational resources. We illustrate the framework by applying it to a pursuit-evasion game between two vehicles in a stochastic wind field, where both the pursuer and the evader are bounded rational. We show how such a game may be analyzed by properly casting it as an iterative sequence of finite-state Markov Decision Processes (MDPs). Leveraging tools and algorithms from cognitive hierarchy theory ("level-$k$ thinking") we compute the solution of the ensuing discrete game, while taking into consideration the rationality level of each agent. We also present an online algorithm for each agent to infer its opponent rationality level.

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arXiv2020

Covariance Steering for Discrete-Time Linear-Quadratic Stochastic Dynamic Games

This paper addresses the problem of steering a discrete-time linear dynamical system from an initial Gaussian distribution to a final distribution in a game-theoretic setting. One of the two players strives to minimize a quadratic payoff, while at the same time tries to meet a given mean and covariance constraint at the final time-step. The other player maximizes the same payoff, but it is assumed to be indifferent to the terminal constraint. At first, the unconstrained version of the game is examined, and the necessary conditions for the existence of a saddle point are obtained. We then show that obtaining a solution for the one-sided constrained dynamic game is not guaranteed, and subsequently the players' best responses are analyzed. Finally, we propose to numerically solve the problem of steering the distribution under adversarial scenarios using the Jacobi iteration method. The problem of guiding a missile during the endgame is chosen to analyze the proposed approach. A numerical simulation corresponding to the case where the terminal distribution is not achieved is also included, and discuss the necessary conditions to meet the terminal constraint.

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arXiv2020

Optimal Controller Synthesis and Dynamic Quantizer Switching for Linear-Quadratic-Gaussian Systems

In networked control systems, often the sensory signals are quantized before being transmitted to the controller. Consequently, performance is affected by the coarseness of this quantization process. Modern communication technologies allow users to obtain resolution-varying quantized measurements based on the prices paid. In this paper, we consider optimal controller synthesis of a Quantized-Feedback Linear-Quadratic-Gaussian (QF-LQG) system where the measurements are to be quantized before being transmitted to the controller. The system is presented with several choices of quantizers, along with the cost of operating each quantizer. The objective is to jointly select the quantizers and the controller that would maintain an optimal balance between control performance and quantization cost. Under certain assumptions, this problem can be decoupled into two optimization problems: one for optimal controller synthesis and the other for optimal quantizer selection. We show that, similarly to the classical LQG problem, the optimal controller synthesis subproblem is characterized by Riccati equations. On the other hand, the optimal quantizer selection policy is found by solving a certain Markov-Decision-Process (MDP).

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arXiv2019

Stochastic Model Predictive Control for Constrained Linear Systems Using Optimal Covariance Steering

This work develops a stochastic model predictive controller~(SMPC) for uncertain linear systems with additive Gaussian noise subject to state and control constraints. The proposed approach is based on the recently developed finite-horizon optimal covariance steering control theory, which steers the mean and the covariance of the system state to prescribed target values at a given terminal time. We call our approach covariance steering-based SMPC, or CS-SMPC. We show that the proposed approach has several advantages over traditional SMPC approaches in the literature. Specifically, it is shown that the newly developed algorithm can deal with unbounded Gaussian additive noise while ensuring stability and recursive feasibility, and incurs lower computational cost than previous similar approaches. The effectiveness of the proposed CS-SMPC approach is confirmed using numerical simulations.

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arXiv2019

MAMS-A: Multi-Agent Multi-Scale A

We present a multi-scale forward search algorithm for distributed agents to solve single-query shortest path planning problems. Each agent first builds a representation of its own search space of the common environment as a multi-resolution graph, it communicates with the other agents the result of its local search, and it uses received information from other agents to refine its own graph and update the local inconsistency conditions. As a result, all agents attain a common subgraph that includes a provably optimal path in the most informative graph available among all agents, if one exists, without necessarily communicating the entire graph. We prove the completeness and optimality of the proposed algorithm, and present numerical results supporting the advantages of the proposed approach.

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arXiv2019

C-DOC: Co-State Desensitized Optimal Control

In this paper, co-states are used to develop a framework that desensitizes the optimal cost. A general formulation for an optimal control problem with fixed final time is considered. The proposed scheme involves elevating the parameters of interest into states, and further augmenting the co-state equations of the optimal control problem to the dynamical model. A running cost that penalizes the co-states of the targeted parameters is then added to the original cost function. The solution obtained by minimizing the augmented cost yields a control which reduces the dispersion of the original cost with respect to parametric variations. The relationship between co-states and the cost-to-go function, for any given control law, is established substantiating the approach. Numerical examples and Monte-Carlo simulations that demonstrate the proposed scheme are discussed.

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