Optimal on-line scheduling in stochastic multiagent systems in continuous space-time

  • Authors:
  • Wim Wiegerinck;Bart van den Broek;Bert Kappen

  • Affiliations:
  • Radboud University Nijmegen, Nijmegen, The Netherlands;Radboud University Nijmegen, Nijmegen, The Netherlands;Radboud University Nijmegen, Nijmegen, The Netherlands

  • Venue:
  • Proceedings of the 6th international joint conference on Autonomous agents and multiagent systems
  • Year:
  • 2007

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Abstract

We consider multiagent systems with stochastic non-linear dynamics in continuous space-time. We focus on systems of agents that aim to visit a number of given target locations at given points in time at minimal control cost. The online optimization of which agent has to visit which target requires the solution of the Hamilton-Jacobi-Bellman (HJB) equation, which is a non-linear partial differential equation (PDE). Under some conditions, the log-transform can be applied to turn the HJB equation into a linear PDE. We then show that the optimal solution in the multiagent scheduling problem can be expressed in closed form as a sum of single schedule solutions.