499 research outputs found
Practical Reinforcement Learning of Stabilizing Economic MPC
Reinforcement Learning (RL) has demonstrated a huge potential in learning optimal policies without any prior knowledge of the process to be controlled. Model Predictive Control (MPC) is a popular control technique which is able to deal with nonlinear dynamics and state and input constraints. The main drawback of MPC is the need of identifying an accurate model, which in many cases cannot be easily obtained. Because of model inaccuracy, MPC can fail at delivering satisfactory closed-loop performance. Using RL to tune the MPC formulation or, conversely, using MPC as a function approximator in RL allows one to combine the advantages of the two techniques. This approach has important advantages, but it requires an adaptation of the existing algorithms. We therefore propose an improved RL algorithm for MPC and test it in simulations on a rather challenging example
Data-driven Economic NMPC using Reinforcement Learning
Reinforcement Learning (RL) is a powerful tool to perform data-driven optimal
control without relying on a model of the system. However, RL struggles to
provide hard guarantees on the behavior of the resulting control scheme. In
contrast, Nonlinear Model Predictive Control (NMPC) and Economic NMPC (ENMPC)
are standard tools for the closed-loop optimal control of complex systems with
constraints and limitations, and benefit from a rich theory to assess their
closed-loop behavior. Unfortunately, the performance of (E)NMPC hinges on the
quality of the model underlying the control scheme. In this paper, we show that
an (E)NMPC scheme can be tuned to deliver the optimal policy of the real system
even when using a wrong model. This result also holds for real systems having
stochastic dynamics. This entails that ENMPC can be used as a new type of
function approximator within RL. Furthermore, we investigate our results in the
context of ENMPC and formally connect them to the concept of dissipativity,
which is central for the ENMPC stability. Finally, we detail how these results
can be used to deploy classic RL tools for tuning (E)NMPC schemes. We apply
these tools on both a classical linear MPC setting and a standard nonlinear
example from the ENMPC literature
Reinforcement Learning Based on Real-Time Iteration NMPC
Reinforcement Learning (RL) has proven a stunning ability to learn optimal
policies from data without any prior knowledge on the process. The main
drawback of RL is that it is typically very difficult to guarantee stability
and safety. On the other hand, Nonlinear Model Predictive Control (NMPC) is an
advanced model-based control technique which does guarantee safety and
stability, but only yields optimality for the nominal model. Therefore, it has
been recently proposed to use NMPC as a function approximator within RL. While
the ability of this approach to yield good performance has been demonstrated,
the main drawback hindering its applicability is related to the computational
burden of NMPC, which has to be solved to full convergence. In practice,
however, computationally efficient algorithms such as the Real-Time Iteration
(RTI) scheme are deployed in order to return an approximate NMPC solution in
very short time. In this paper we bridge this gap by extending the existing
theoretical framework to also cover RL based on RTI NMPC. We demonstrate the
effectiveness of this new RL approach with a nontrivial example modeling a
challenging nonlinear system subject to stochastic perturbations with the
objective of optimizing an economic cost.Comment: accepted for the IFAC World Congress 202
Performance-oriented model learning for data-driven MPC design
Model Predictive Control (MPC) is an enabling technology in applications
requiring controlling physical processes in an optimized way under constraints
on inputs and outputs. However, in MPC closed-loop performance is pushed to the
limits only if the plant under control is accurately modeled; otherwise, robust
architectures need to be employed, at the price of reduced performance due to
worst-case conservative assumptions. In this paper, instead of adapting the
controller to handle uncertainty, we adapt the learning procedure so that the
prediction model is selected to provide the best closed-loop performance. More
specifically, we apply for the first time the above "identification for
control" rationale to hierarchical MPC using data-driven methods and Bayesian
optimization.Comment: Accepted for publication in the IEEE Control Systems Letters (L-CSS
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