Mean field type control with species dependent dynamics via structured tensor optimization

Abstract

In this work we consider mean field type control problems with multiple species that have different dynamics. We formulate the discretized problem using a new type of entropy-regularized multimarginal optimal transport problems where the cost is a decomposable structured tensor. A novel algorithm for solving such problems is derived, using this structure and leveraging recent results in entropy-regularized optimal transport. The algorithm is then demonstrated on a numerical example in robot coordination problem for search and rescue, where three different types of robots are used to cover a given area at minimal cost.