Distributed Model Predictive Covariance Steering

This paper proposes Distributed Model Predictive Covariance Steering (DMPCS), a novel method for safe multi-robot control under uncertainty. The scope of our approach is to blend covariance steering theory, distributed optimization and model predictive control (MPC) into a single methodology that is safe, scalable and decentralized. Initially, we pose a problem formulation that uses the Wasserstein distance to steer the state distributions of a multi-robot team to desired targets, and probabilistic constraints to ensure safety. We then transform this problem into a finite-dimensional optimization one by utilizing a disturbance feedback policy parametrization for covariance steering and a tractable approximation of the safety constraints. To solve the latter problem, we derive a decentralized consensus-based algorithm using the Alternating Direction Method of Multipliers (ADMM). This method is then extended to a receding horizon form, which yields the proposed DMPCS algorithm. Simulation experiments on large-scale problems with up to hundreds of robots successfully demonstrate the effectiveness and scalability of DMPCS. Its superior capability in achieving safety is also highlighted through a comparison against a standard stochastic MPC approach. A video with all simulation experiments is available in https://youtu.be/Hks-0BRozxA.