Broadcast stochastic receding horizon control of multi-agent systems

Optimal regulation of stochastically behaving agents is essential to achieve a robust aggregate behavior in a swarm of agents. How optimally these behaviors are controlled leads to the problem of designing optimal control architectures. In this paper, we propose a novel broadcast stochastic receding horizon control architecture as an optimal strategy for stabilizing a swarm of stochastically behaving agents. The goal is to design, at each time step, an optimal control law in the receding horizon control framework using collective system behavior as the only available feedback information and broadcast it to all agents to achieve the desired system behavior. Using probabilistic tools, a conditional expectation based predictive model is derived to represent the ensemble behavior of a swarm of independently behaving agents with multi-state transitions. A stochastic finite receding horizon control problem is formulated to stabilize the aggregate behavior of agents. Analytical and simulation results are presented for a two-state multi-agent system. Stability of the closed-loop system is guaranteed using the supermartingale theory. Almost sure (with probability 1) convergence of the closed-loop system to the desired target is ensured. Finally, conclusions are presented.