Markov Chains with Maximum Return Time Entropy for Robotic Surveillance

作者: Francesco Bullo , Xiaoming Duan , Mishel George

DOI:

关键词: Entropy (information theory)Conditional entropyApplied mathematicsWeighted arithmetic meanEntropy (energy dispersal)Computer scienceUpper and lower boundsStationary distributionProbability distributionEntropy rateEntropy (arrow of time)Entropy (statistical thermodynamics)Markov chainTopological graph theoryEntropy (order and disorder)Entropy (classical thermodynamics)

摘要: Motivated by robotic surveillance applications, this paper studies the novel problem of maximizing return time entropy a Markov chain, subject to graph topology with travel times and stationary distribution. The is weighted average, over all nodes, first chain; objective function series that does not admit in general closed form. The features theoretical computational contributions. First, we obtain discrete-time delayed linear system for probability distribution establish its convergence properties. We show continuous compact set therefore admits global maximum; unique globally-optimal solution known only complete graphs unitary times. then upper lower bounds between well-known rate chain. To compute optimal chain numerically, asymptotic equality entropy, conditional truncated propose an iteration gradient entropy. Finally, apply these results problem. Our numerical that, model rational intruder prototypical topologies test cases, maximum performs better than several existing chains.

参考文章(24)
Behçet Açıkmeşe, David S. Bayard, Markov Chain Approach to Probabilistic Guidance for Swarms of Autonomous Agents Asian Journal of Control. ,vol. 17, pp. 1105- 1124 ,(2015) , 10.1002/ASJC.982
Soroush Alamdari, Elaheh Fata, Stephen L Smith, Persistent monitoring in discrete environments: Minimizing the maximum weighted latency between observations The International Journal of Robotics Research. ,vol. 33, pp. 138- 154 ,(2014) , 10.1177/0278364913504011
Kunal Srivastava, Dusan M. Stipanovic, Mark W. Spong, On a stochastic robotic surveillance problem conference on decision and control. pp. 8567- 8574 ,(2009) , 10.1109/CDC.2009.5400569
Silviu Guiasu, Abe Shenitzer, The principle of maximum entropy The Mathematical Intelligencer. ,vol. 7, pp. 42- 48 ,(1985) , 10.1007/BF03023004
Rushabh Patel, Pushkarini Agharkar, Francesco Bullo, Robotic Surveillance and Markov Chains With Minimal Weighted Kemeny Constant IEEE Transactions on Automatic Control. ,vol. 60, pp. 3156- 3167 ,(2015) , 10.1109/TAC.2015.2426317
John G. Kemeny, J. Laurie Snell, Finite Markov chains ,(1976)
R. Hartley, Stochastic Modelling and Control Journal of the Operational Research Society. ,vol. 37, pp. 928- 929 ,(1986) , 10.1057/JORS.1986.158
Jingjin Yu, Sertac Karaman, Daniela Rus, Persistent Monitoring of Events With Stochastic Arrivals at Multiple Stations IEEE Transactions on Robotics. ,vol. 31, pp. 521- 535 ,(2015) , 10.1109/TRO.2015.2409453