基于函数逼近的资产保护契约快速分配

Neelay Junnarkar, Emmanuel Sin, P. Seiler, D. Philbrick, M. Arcak
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摘要

这封信考虑了n个追击者试图拦截n个目标的分配问题。我们既考虑静止目标,也考虑向目标移动的目标。分配算法依赖于一个n × n代价矩阵,其中条目(i, j)是追踪者i拦截目标j的最小时间。该矩阵的每个条目都要求求解一个非线性最优控制问题。该子问题计算量大,因此分配的计算代价主要取决于代价矩阵的构造。我们建议使用神经网络对最小截距时间进行函数逼近。神经网络是离线训练的,因此可以实时在线构建成本矩阵。此外,函数逼近器具有足够的精度,可以得到分配问题的合理解。在大多数情况下,逼近器以最优最坏情况截距时间实现分配。在跟踪者和目标数量不断增加的情况下,对该方法进行了验证。
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Fast Assignment in Asset-Guarding Engagements using Function Approximation
This letter considers assignment problems consisting of n pursuers attempting to intercept n targets. We consider stationary targets as well as targets maneuvering toward an asset. The assignment algorithm relies on an n × n cost matrix where entry (i, j) is the minimum time for pursuer i to intercept target j. Each entry of this matrix requires the solution of a nonlinear optimal control problem. This subproblem is computationally intensive and hence the computational cost of the assignment is dominated by the construction of the cost matrix. We propose to use neural networks for function approximation of the minimum time until intercept. The neural networks are trained offline, thus allowing for real-time online construction of cost matrices. Moreover, the function approximators have sufficient accuracy to obtain reasonable solutions to the assignment problem. In most cases, the approximators achieve assignments with optimal worst case intercept time. The proposed approach is demonstrated on several examples with increasing numbers of pursuers and targets.
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