159,889 research outputs found
Learning-based Predictive Control for Nonlinear Systems with Unknown Dynamics Subject to Safety Constraints
Model predictive control (MPC) has been widely employed as an effective
method for model-based constrained control. For systems with unknown dynamics,
reinforcement learning (RL) and adaptive dynamic programming (ADP) have
received notable attention to solve the adaptive optimal control problems.
Recently, works on the use of RL in the framework of MPC have emerged, which
can enhance the ability of MPC for data-driven control. However, the safety
under state constraints and the closed-loop robustness are difficult to be
verified due to approximation errors of RL with function approximation
structures. Aiming at the above problem, we propose a data-driven robust MPC
solution based on incremental RL, called data-driven robust learning-based
predictive control (dr-LPC), for perturbed unknown nonlinear systems subject to
safety constraints. A data-driven robust MPC (dr-MPC) is firstly formulated
with a learned predictor. The incremental Dual Heuristic Programming (DHP)
algorithm using an actor-critic architecture is then utilized to solve the
online optimization problem of dr-MPC. In each prediction horizon, the actor
and critic learn time-varying laws for approximating the optimal control policy
and costate respectively, which is different from classical MPCs. The state and
control constraints are enforced in the learning process via building a
Hamilton-Jacobi-Bellman (HJB) equation and a regularized actor-critic learning
structure using logarithmic barrier functions. The closed-loop robustness and
safety of the dr-LPC are proven under function approximation errors. Simulation
results on two control examples have been reported, which show that the dr-LPC
can outperform the DHP and dr-MPC in terms of state regulation, and its average
computational time is much smaller than that with the dr-MPC in both examples.Comment: The paper has been submitted at a IEEE Journal for possible
publicatio
Data-Driven Robust Optimization for Energy-Aware and Safe Navigation of Electric Vehicles
In this paper, we simultaneously tackle the problem of energy optimal and
safe navigation of electric vehicles in a data-driven robust optimization
framework. We consider a dynamic model of the electric vehicle which includes
kinematic variables in both inertial and body coordinate systems in order to
capture both longitudinal and lateral motion as well as state-of-energy of the
battery. We leverage past data of obstacle motion to construct a future
occupancy set with probabilistic guarantees, and formulate robust collision
avoidance constraints with respect to such an occupancy set using convex
programming duality. Consequently, we present the finite horizon optimal
control problem subject to robust collision avoidance constraints while
penalizing resulting energy consumption. Finally, we show the effectiveness of
the proposed approach in reducing energy consumption and ensuring safe
navigation via extensive simulations involving curved roads and multiple
obstacles
Resource-Constrained Adaptive Search and Tracking for Sparse Dynamic Targets
This paper considers the problem of resource-constrained and noise-limited
localization and estimation of dynamic targets that are sparsely distributed
over a large area. We generalize an existing framework [Bashan et al, 2008] for
adaptive allocation of sensing resources to the dynamic case, accounting for
time-varying target behavior such as transitions to neighboring cells and
varying amplitudes over a potentially long time horizon. The proposed adaptive
sensing policy is driven by minimization of a modified version of the
previously introduced ARAP objective function, which is a surrogate function
for mean squared error within locations containing targets. We provide
theoretical upper bounds on the performance of adaptive sensing policies by
analyzing solutions with oracle knowledge of target locations, gaining insight
into the effect of target motion and amplitude variation as well as sparsity.
Exact minimization of the multi-stage objective function is infeasible, but
myopic optimization yields a closed-form solution. We propose a simple
non-myopic extension, the Dynamic Adaptive Resource Allocation Policy (D-ARAP),
that allocates a fraction of resources for exploring all locations rather than
solely exploiting the current belief state. Our numerical studies indicate that
D-ARAP has the following advantages: (a) it is more robust than the myopic
policy to noise, missing data, and model mismatch; (b) it performs comparably
to well-known approximate dynamic programming solutions but at significantly
lower computational complexity; and (c) it improves greatly upon non-adaptive
uniform resource allocation in terms of estimation error and probability of
detection.Comment: 49 pages, 1 table, 11 figure
Architecture of Environmental Risk Modelling: for a faster and more robust response to natural disasters
Demands on the disaster response capacity of the European Union are likely to
increase, as the impacts of disasters continue to grow both in size and
frequency. This has resulted in intensive research on issues concerning
spatially-explicit information and modelling and their multiple sources of
uncertainty. Geospatial support is one of the forms of assistance frequently
required by emergency response centres along with hazard forecast and event
management assessment. Robust modelling of natural hazards requires dynamic
simulations under an array of multiple inputs from different sources.
Uncertainty is associated with meteorological forecast and calibration of the
model parameters. Software uncertainty also derives from the data
transformation models (D-TM) needed for predicting hazard behaviour and its
consequences. On the other hand, social contributions have recently been
recognized as valuable in raw-data collection and mapping efforts traditionally
dominated by professional organizations. Here an architecture overview is
proposed for adaptive and robust modelling of natural hazards, following the
Semantic Array Programming paradigm to also include the distributed array of
social contributors called Citizen Sensor in a semantically-enhanced strategy
for D-TM modelling. The modelling architecture proposes a multicriteria
approach for assessing the array of potential impacts with qualitative rapid
assessment methods based on a Partial Open Loop Feedback Control (POLFC) schema
and complementing more traditional and accurate a-posteriori assessment. We
discuss the computational aspect of environmental risk modelling using
array-based parallel paradigms on High Performance Computing (HPC) platforms,
in order for the implications of urgency to be introduced into the systems
(Urgent-HPC).Comment: 12 pages, 1 figure, 1 text box, presented at the 3rd Conference of
Computational Interdisciplinary Sciences (CCIS 2014), Asuncion, Paragua
Distributionally Robust Optimization for Sequential Decision Making
The distributionally robust Markov Decision Process (MDP) approach asks for a
distributionally robust policy that achieves the maximal expected total reward
under the most adversarial distribution of uncertain parameters. In this paper,
we study distributionally robust MDPs where ambiguity sets for the uncertain
parameters are of a format that can easily incorporate in its description the
uncertainty's generalized moment as well as statistical distance information.
In this way, we generalize existing works on distributionally robust MDP with
generalized-moment-based and statistical-distance-based ambiguity sets to
incorporate information from the former class such as moments and dispersions
to the latter class that critically depends on empirical observations of the
uncertain parameters. We show that, under this format of ambiguity sets, the
resulting distributionally robust MDP remains tractable under mild technical
conditions. To be more specific, a distributionally robust policy can be
constructed by solving a sequence of one-stage convex optimization subproblems
Optimal management of bio-based energy supply chains under parametric uncertainty through a data-driven decision-support framework
This paper addresses the optimal management of a multi-objective bio-based energy supply chain network subjected to multiple sources of uncertainty. The complexity to obtain an optimal solution using traditional uncertainty management methods dramatically increases with the number of uncertain factors considered. Such a complexity produces that, if tractable, the problem is solved after a large computational effort. Therefore, in this work a data-driven decision-making framework is proposed to address this issue. Such a framework exploits machine learning techniques to efficiently approximate the optimal management decisions considering a set of uncertain parameters that continuously influence the process behavior as an input. A design of computer experiments technique is used in order to combine these parameters and produce a matrix of representative information. These data are used to optimize the deterministic multi-objective bio-based energy network problem through conventional optimization methods, leading to a detailed (but elementary) map of the optimal management decisions based on the uncertain parameters. Afterwards, the detailed data-driven relations are described/identified using an Ordinary Kriging meta-model. The result exhibits a very high accuracy of the parametric meta-models for predicting the optimal decision variables in comparison with the traditional stochastic approach. Besides, and more importantly, a dramatic reduction of the computational effort required to obtain these optimal values in response to the change of the uncertain parameters is achieved. Thus the use of the proposed data-driven decision tool promotes a time-effective optimal decision making, which represents a step forward to use data-driven strategy in large-scale/complex industrial problems.Peer ReviewedPostprint (published version
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