Graphical model inference in optimal control of stochastic multi-agent systems

Journal of Artificial Intelligence Research

Volumn 32, Issue , 2008, Pages 95-122

  Van Den Broek, Bart ^a   Wiegerinck, Wim ^a   Kappen, Bert ^a  

^a RADBOUD UNIVERSITY NIJMEGEN   (Netherlands)

Author keywords

[No Author keywords available]

Indexed keywords

ADDITIVE NOISE; ADDITIVES; AUTONOMOUS AGENTS; DYNAMICS; GRAPHIC METHODS; STOCHASTIC MODELS; STOCHASTIC SYSTEMS;

APPROXIMATE INFERENCE; CLOSED-FORM EXPRESSION; COLLABORATIVE MULTI-AGENT SYSTEMS; MEAN FIELD APPROXIMATION; METROPOLIS-HASTINGS SAMPLINGS; STOCHASTIC DYNAMICS; STOCHASTIC MULTI-AGENT SYSTEMS; WEIGHTED LINEAR COMBINATIONS;

MULTI AGENT SYSTEMS;

EID: 52249107868     PISSN: None     EISSN: 10769757     Source Type: Journal    
DOI: 10.1613/jair.2473     Document Type: Article

References (44)

1. Archambeau, C., Opper, M., Shen, Y., Cornford, D., Sz Shawe-Taylor, J. (2007). Variational inference for diffusion processes. In Advances in Neural Information Processing Systems.
2. Becker, R., Zilberstein, S., Lesser, V., & Goldman, C. V. (2003). Transition-independent decentralized Markov decision processes. In Proceedings of the Second International Joint Conference on Autonomous Agents and Multiagent Systems, pp. 41-48.
3. Becker, R., Zilberstein, S., Lesser, V., & Goldman, C. V. (2004). Solving transition independent decentralized Markov decision processes. Journal of Artificial Intelligence Research, 22, 423-455.
4. Boutilier, C. (1996). Planning, learning and coordination in multiagent decision processes. In Proceedings of the Sixth Conference on Theoretical Aspects of Rationality and Knowledge, pp. 195-210.
5. Castanon, D. A., Pachter, M., & Chandler, P. R. (2004). A game of deception. In Proceedings of the 43rd IEEE Conference on Decision and Control, pp. 3364-3369.
6. Duane, S., Kennedy, A., Pendleton, B., & Roweth, D. (1987). Hybrid Monte Carlo. Physics Letters B, 195(2), 216-222.
7. Fleming, W. H. (1978). Exit probabilities and optimal stochastic control. Applied Mathematics and Optimization, 4, 329-346.
8. Fleming, W. H., & Rishel, R. W. (1975). Deterministic and Stochastic Optimal Control. Springer-Verlag, New York.
9. Guestrin, C., Koller, D., & Parr, R. (2002a). Multiagent planning with factored MDPs. In Advances in Neural Information Processing Systems, Vol. 14, pp. 1523-1530.
10. Guestrin, C., Venkataraman, S., & Koller, D. (2002b). Context-specific multiagent coordination and planning with factored MDPs. In Eighteenth National Conference on Artificial Intelligence, pp. 253-259.
11. Hastings, W. (1970). Monte Carlo sampling methods using Markov chains and their applications. Biometrika, 57(1), 97-109.
12. Heskes, T. (2003). Stable fixed points of loopy belief propagation are minima of the Bethe free energy. In Advances in Neural Information Processing Systems, Vol. 15, pp. 343-350.
13. Heskes, T., Albers, K., & Kappen, B. (2003). Approximate inference and constrained optimization. In Proceedings of the 19th Conference on Uncertainty in Artificial Intelligence, pp. 313-320.
14. Hu, J., Prandini, M., & Tomlin, C. (2007). Conjugate points in formation constrained optimal multi-agent coordination: A case study. SIAM Journal on Control and Optimization, 45(6), 2119-2137.
15. Jordan, M., Ghahramani, Z., Jaakkola, T., & Saul, L. (1999). An introduction to variational methods for graphical models. In Learning in Graphical Models. MIT Press, Cambridge.
16. Kamal, W. A., Gu, D.-W., & Postlethwaite, I. (2005). Real time trajectory planning for UAVs using MILP. In Proceedings of the 4th IEEE Conference on Decision and Control, and the European Control Conference 2005, pp. 3381-3386.
17. Kappen, H. J. (2005a). Path integrals and symmetry breaking for optimal control theory. Journal of statistical mechanics: theory and experiment, P11011.
18. Kappen, H. J. (2005b). Linear theory for control of nonlinear stochastic systems. Physical Review Letters, 95(20), 200201.
19. Kappen, H. J. (2007). An introduction to stochastic control theory, path integrals and reinforcement learning. In AIP conference proceedings, Vol. 887, pp. 149-181.
20. Kleinert, H. (2006). Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets. World Scientific, Singapore.
21. Kschischang, F. R., Frey, B. J., & Loeliger, H.-A. (2001). Factor graphs and the sum-product algorithm. IEEE Transactions on Information Theory, 47(2), 498-519.
22. Kushner, H. J. (1967). Stochastic Stability and Control. Academic Press Inc., New York.
23. Larson, R. A., Pachter, M., & Mears, M. (2005). Path planning by unmanned air vehicles for engaging an integrated radar network. In Proceedings of the AIAA Guidance, Navigation, and Control Conference and Exhibit.
24. Lauritzen, S., & Spiegelhalter, D. (1988). Local computations with probabilities on graphical structures and their application to expert systems (with discussion). J. Royal Statistical Society Series B, 50, 157-224.
25. Liu, Y., Cruz, J. B., & Schumacher, C. J. (2007). Pop-up threat models for persistent area denial. IEEE Transactions on Aerospace and Electronic Systems, 43(2), 509-521.
26. MacKay, D. J. (2003). Information Theory, Inference, and Learning Algorithms. Cambridge University Press.
27. Neal, R. M. (1998). Learning in Graphical Models, pp. 205-225. Kluwer Academic Publishers.
28. Øksendal, B. (1998). Stochastic Differential Equations: An Introduction with Applications. Springer-Verlag.
29. Pachter, L., k. Pachter, M. (2001). Optimal paths for avoiding a radiating source. In Proceedings of the 40th IEEE Conference on Decision and Control, pp. 3581-3586.
30. Ribichini, G., & Frazzoli, E. (2003). Efficient coordination of multiple-aircraft systems. In Proceedings of the 42nd IEEE Conference on Decision and Control, Vol. 1, pp. 1035-1040.
31. Sadati, N., & Elhamifar, E. (2006). Semi-decentralized control of multi-agent systems based on redundant manipulator optimization methods. In Proceedings of the 9th IEEE International Workshop on Advanced Motion Control, pp. 278-283.
32. Seuken, S., k. Zilberstein, S. (2008). Formal models and algorithms for decentralized decision making under uncertainty. Journal of Autonomous Agents and Multi-Agent Systems.
33. Shi, X., Wang, X., Liu, Y., Wang, C., & Zu, C. (2007). Optimization of fighter aircraft evasive trajectories for radar threats avoidance. In Proceedings of the 2007 IEEE International Conference on Control and Automation, pp. 303-307.
34. Stengel, R. (1993). Optimal Control and Estimation. Dover Publications, New York.
35. Subramanian, S. K., & Cruz, J. B. (2003). Adaptive models of pop-up threats for multi-agent persistent area denial. In Proceedings of the 42nd IEEE Conference on Decision and Control, pp. 510-515.
36. Teh, Y., & Welling, M. (2001). The unified propagation and scaling algorithm. In Advances in Neural Information Processing Systems, Vol. 14, pp. 953-960.
37. Todorov, E., & Li, W. (2005). A generalized iterative LQG method for locally-optimal feedback control of constrained nonlinear stochastic systems. In Proceedings of the American Control Conference, pp. 300-306.
38. Tomlin, C., Pappas, G. J., & Sastry, S. (1998). Conflict resolution for air traffic management: A study in multiagent hybrid systems. IEEE Transactions on Automatic Control, 43(4), 509-521.
39. van den Broek, B., Wiegerinck, W., & Kappen, B. (2007). Optimal control in large stochastic multiagent systems. In Proceedings of the Seventh Symposium on Adaptive Learning Agents and Multi-Agent Systems, pp. 9-20.
40. van Leeuwen, P., Hesseling, H., & Rohling, J. (2002). Scheduling aircraft using constraint satisfaction. Electronic Notes in Theoretical Computer Science., 76, 252-268.
41. Wiegerinck, W., van den Broek, B., & Kappen, B. (2006). Stochastic optimal control in continuous space-time multi-agent systems. In Proceedings of the 22nd Conference on Uncertainty in Artificial Intelligence, pp. 528-535.
42. Wiegerinck, W., van den Broek, B., & Kappen, B. (2007). Optimal on-line scheduling in stochastic multi-agent systems in continuous space-time. In Proceedings of the Sixth International Joint Conference on Autonomous Agents and Multiagent Systems, pp. 744-751.
43. Yedidia, J., Freeman, W., & Weiss, Y. (2001). Generalized belief propagation. In Advances in Neural Information Processing Systems, Vol. 13, pp. 689-695.
44. Yuille, A. (2002). CCCP algorithms to minimize the Bethe and Kikuchi free energies: Convergent alternatives to belief propagation. Neural Computation, 14 (7), 1691-1722.