Distributed extremum seeking control of multi-agent systems with unknown dynamics for optimal resource allocation

摘要

The paper considers a class of equality constrained resource allocation problems for dynamically coupled multi-agent systems. It is assumed that the mathematical structure of each agent's dynamics and its local cost function are unknown but depend on the entire resource allocation vector. A distributed dual-mode extremum seeking control is proposed. It is shown that the distributed approach decouples the local contribution of each agent locally while guaranteeing a solution of the network wide optimization problem subject to the resource allocation constraints. The agents operate over a communication network which enables the application of a dynamic consensus algorithm to generate local estimates of the total network cost. Locally, each agent implements a parameter estimation routine to estimate the gradient of the total cost with respect to the local action. Each agent uses its local gradient estimate to implement a dual mode extremum seeking controller that guarantees satisfaction of the resource allocation constraints. Two simulation examples are provided to demonstrate the effectiveness of the proposed technique. (C) 2020 Elsevier B.V. All rights reserved.