11,594 research outputs found
Theory and Applications of Robust Optimization
In this paper we survey the primary research, both theoretical and applied,
in the area of Robust Optimization (RO). Our focus is on the computational
attractiveness of RO approaches, as well as the modeling power and broad
applicability of the methodology. In addition to surveying prominent
theoretical results of RO, we also present some recent results linking RO to
adaptable models for multi-stage decision-making problems. Finally, we
highlight applications of RO across a wide spectrum of domains, including
finance, statistics, learning, and various areas of engineering.Comment: 50 page
Data-Efficient Reinforcement Learning with Probabilistic Model Predictive Control
Trial-and-error based reinforcement learning (RL) has seen rapid advancements
in recent times, especially with the advent of deep neural networks. However,
the majority of autonomous RL algorithms require a large number of interactions
with the environment. A large number of interactions may be impractical in many
real-world applications, such as robotics, and many practical systems have to
obey limitations in the form of state space or control constraints. To reduce
the number of system interactions while simultaneously handling constraints, we
propose a model-based RL framework based on probabilistic Model Predictive
Control (MPC). In particular, we propose to learn a probabilistic transition
model using Gaussian Processes (GPs) to incorporate model uncertainty into
long-term predictions, thereby, reducing the impact of model errors. We then
use MPC to find a control sequence that minimises the expected long-term cost.
We provide theoretical guarantees for first-order optimality in the GP-based
transition models with deterministic approximate inference for long-term
planning. We demonstrate that our approach does not only achieve
state-of-the-art data efficiency, but also is a principled way for RL in
constrained environments.Comment: Accepted at AISTATS 2018
Random Finite Set Theory and Optimal Control of Large Collaborative Swarms
Controlling large swarms of robotic agents has many challenges including, but
not limited to, computational complexity due to the number of agents,
uncertainty in the functionality of each agent in the swarm, and uncertainty in
the swarm's configuration. This work generalizes the swarm state using Random
Finite Set (RFS) theory and solves the control problem using Model Predictive
Control (MPC) to overcome the aforementioned challenges. Computationally
efficient solutions are obtained via the Iterative Linear Quadratic Regulator
(ILQR). Information divergence is used to define the distance between the swarm
RFS and the desired swarm configuration. Then, a stochastic optimal control
problem is formulated using a modified L2^2 distance. Simulation results using
MPC and ILQR show that swarm intensities converge to a target destination, and
the RFS control formulation can vary in the number of target destinations. ILQR
also provides a more computationally efficient solution to the RFS swarm
problem when compared to the MPC solution. Lastly, the RFS control solution is
applied to a spacecraft relative motion problem showing the viability for this
real-world scenario.Comment: arXiv admin note: text overlap with arXiv:1801.0731
Stochastic optimal adaptive controller and communication protocol design for networked control systems
Networked Control System (NCS) is a recent topic of research wherein the feedback control loops are closed through a real-time communication network. Many design challenges surface in such systems due to network imperfections such as random delays, packet losses, quantization effects and so on. Since existing control techniques are unsuitable for such systems, in this dissertation, a suite of novel stochastic optimal adaptive design methodologies is undertaken for both linear and nonlinear NCS in presence of uncertain system dynamics and unknown network imperfections such as network-induced delays and packet losses. The design is introduced in five papers.
In Paper 1, a stochastic optimal adaptive control design is developed for unknown linear NCS with uncertain system dynamics and unknown network imperfections. A value function is adjusted forward-in-time and online, and a novel update law is proposed for tuning value function estimator parameters. Additionally, by using estimated value function, optimal adaptive control law is derived based on adaptive dynamic programming technique. Subsequently, this design methodology is extended to solve stochastic optimal strategies of linear NCS zero-sum games in Paper 2.
Since most systems are inherently nonlinear, a novel stochastic optimal adaptive control scheme is then developed in Paper 3 for nonlinear NCS with unknown network imperfections. On the other hand, in Paper 4, the network protocol behavior (e.g. TCP and UDP) are considered and optimal adaptive control design is revisited using output feedback for linear NCS. Finally, Paper 5 explores a co-design framework where both the controller and network scheduling protocol designs are addressed jointly so that proposed scheme can be implemented into next generation Cyber Physical Systems --Abstract, page iv
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