Reinforcement Learning (RL) has recently impressed the world with stunning results in various applications. While the potential of RL is now well-established, many critical aspects still need to be tackled, including safety and stability issues. These issues, while partially neglected by the RL community, are central to the control community which has been widely investigating them. Model Predictive Control (MPC) is one of the most successful control techniques because, among others, of its ability to provide such guarantees even for uncertain constrained systems. Since MPC is an optimization-based technique, optimality has also often been claimed. Unfortunately, the performance of MPC is highly dependent on the accuracy of the model used for predictions. In this paper, we propose to combine RL and MPC in order to exploit the advantages of both and, therefore, obtain a controller which is optimal and safe. We illustrate the results with a numerical example in simulations.
In this paper we propose and compare methods for combining system identification (SYSID) and reinforcement learning (RL) in the context of data-driven model predictive control (MPC). Assuming a known model structure of the controlled system, and considering a parametric MPC, the proposed approach simultaneously: a) Learns the parameters of the MPC using RL in order to optimize performance, and b) fits the observed model behaviour using SYSID. Six methods that avoid conflicts between the two optimization objectives are proposed and evaluated using a simple linear system. Based on the simulation…
In this paper, we propose a learning-based Model Predictive Control (MPC) approach for the polytopic Linear Parameter-Varying (LPV) systems with inexact scheduling parameters (as exogenous signals with inexact bounds), where the Linear Time Invariant (LTI) models (vertices) captured by combinations of the scheduling parameters becomes wrong. We first propose to adopt a Moving Horizon Estimation (MHE) scheme to simultaneously estimate the convex combination vector and unmeasured states based on the observations and model matching error. To tackle the wrong LTI models used in both the MPC and MH…
Model Predictive Control for Safety-Critical Systems Using Taylor's Theorem with Lagrange Remainder
Boston University（波士顿大学）；Johns Hopkins University（约翰斯·霍普金斯大学）；Nanyang Technological University（南洋理工大学）；MIT CSAIL（麻省理工学院计算机科学与人工智能实验室）；University of Maryland, College Park（马里兰大学帕克分校）
In this work, we propose a Model Predictive Control (MPC)-based Reinforcement Learning (RL) method for Autonomous Surface Vehicles (ASVs). The objective is to find an optimal policy that minimizes the closed-loop performance of a simplified freight mission, including collision-free path following, autonomous docking, and a skillful transition between them. We use a parametrized MPC-scheme to approximate the optimal policy, which considers path-following/docking costs and states (position, velocity)/inputs (thruster force, angle) constraints. The Least Squares Temporal Difference (LSTD)-based D…
This paper proposes an observer-based framework for solving Partially Observable Markov Decision Processes (POMDPs) when an accurate model is not available. We first propose to use a Moving Horizon Estimation-Model Predictive Control (MHE-MPC) scheme in order to provide a policy for the POMDP problem, where the full state of the real process is not measured and necessarily known. We propose to parameterize both MPC and MHE formulations, where certain adjustable parameters are regarded for tuning the policy. In this paper, for the sake of tackling the unmodeled and partially observable dynamics…
In this paper, we present the use of Reinforcement Learning (RL) based on Robust Model Predictive Control (RMPC) for the control of an Autonomous Surface Vehicle (ASV). The RL-MPC strategy is utilized for obstacle avoidance and target (set-point) tracking. A scenario-tree robust MPC is used to handle potential failures of the ship thrusters. Besides, the wind and ocean current are considered as unknown stochastic disturbances in the real system, which are handled via constraints tightening. The tightening and other cost parameters are adjusted by RL, using a Q-learning technique. An economic c…
In this paper, we present the use of Model Predictive Control (MPC) based on Reinforcement Learning (RL) to find the optimal policy for a multi-agent battery storage system. A time-varying prediction of the power price and production-demand uncertainty are considered. We focus on optimizing an economic objective cost while avoiding very low or very high state of charge, which can damage the battery. We consider the bounded power provided by the main grid and the constraints on the power input and state of each agent. A parametrized MPC-scheme is used as a function approximator for the determin…
This paper proposes a Robust Safe Control Architecture (RSCA) for safe-decision making. The system to be controlled is a vehicle in the presence of bounded disturbances. The RSCA consists of two parts: a Supervisor MPC and a Controller MPC. Both the Supervisor and the Controller are tube MPCs (TMPCs). The Supervisor MPC provides a safety certificate for an operating controller and a backup control input in every step. After an unsafe action by the operating controller is predicted, the Controller MPC takes over the system. In this paper, a method for the computation of a terminal set is propos…
Norwegian University of Science and Technology (NTNU)（挪威科技大学）
This paper presents an approach for learning Model Predictive Control (MPC) schemes directly from data using Reinforcement Learning (RL) methods. The state-of-the-art learning methods use RL to improve the performance of parameterized MPC schemes. However, these learning algorithms are often gradient-based methods that require frequent evaluations of computationally expensive MPC schemes, thereby restricting their use on big datasets. We propose to tackle this issue by using tools from RL to learn a parameterized MPC scheme directly from data in an offline fashion. Our approach derives an MPC …
The cost of the power distribution infrastructures is driven by the peak power encountered in the system. Therefore, the distribution network operators consider billing consumers behind a common transformer in the function of their peak demand and leave it to the consumers to manage their collective costs. This management problem is, however, not trivial. In this paper, we consider a multi-agent residential smart grid system, where each agent has local renewable energy production and energy storage, and all agents are connected to a local transformer. The objective is to develop an optimal pol…
Norwegian University of Technology, NTNU（挪威科技大学（NTNU））；IMT School for Advanced Studies Lucca（卢卡IMT高等研究院）
Model Predictive Control has been recently proposed as policy approximation for Reinforcement Learning, offering a path towards safe and explainable Reinforcement Learning. This approach has been investigated for Q-learning and actor-critic methods, both in the context of nominal Economic MPC and Robust (N)MPC, showing very promising results. In that context, actor-critic methods seem to be the most reliable approach. Many applications include a mixture of continuous and integer inputs, for which the classical actor-critic methods need to be adapted. In this paper, we present a policy approxim…
Model predictive control (MPC) provides a useful means for controlling systems with constraints, but suffers from the computational burden of repeatedly solving an optimization problem in real time. Offline (explicit) solutions for MPC attempt to alleviate real time computational challenges using either multiparametric programming or machine learning. The multiparametric approaches are typically applied to linear or quadratic MPC problems, while learning-based approaches can be more flexible and are less memory-intensive. Existing learning-based approaches offer significant speedups, but the c…
NTNU（挪威科技大学）；IMT School for Advanced Studies Lucca（卢卡IMT高等研究院）
The combination of learning methods with Model Predictive Control (MPC) has attracted a significant amount of attention in the recent literature. The hope of this combination is to reduce the reliance of MPC schemes on accurate models, and to tap into the fast developing machine learning and reinforcement learning tools to exploit the growing amount of data available for many systems. In particular, the combination of reinforcement learning and MPC has been proposed as a viable and theoretically justified approach to introduce explainable, safe and stable policies in reinforcement learning. Ho…
Siemens Digital Industries Software（西门子数字工业软件）；KU Leuven（鲁汶大学）；Flanders Make（法兰德斯制造研究院）
To ensure user acceptance of autonomous vehicles (AVs), control systems are being developed to mimic human drivers from demonstrations of desired driving behaviors. Imitation learning (IL) algorithms serve this purpose, but struggle to provide safety guarantees on the resulting closed-loop system trajectories. On the other hand, Model Predictive Control (MPC) can handle nonlinear systems with safety constraints, but realizing human-like driving with it requires extensive domain knowledge. This work suggests the use of a seamless combination of the two techniques to learn safe AV controllers fr…
Max Planck Institute for Intelligent Systems（马克斯·普朗克智能系统研究所）；ETH Zürich（苏黎世联邦理工学院）；University of Stuttgart（斯图加特大学）
Fast feedback control and safety guarantees are essential in modern robotics. We present an approach that achieves both by combining novel robust model predictive control (MPC) with function approximation via (deep) neural networks (NNs). The result is a new approach for complex tasks with nonlinear, uncertain, and constrained dynamics as are common in robotics. Specifically, we leverage recent results in MPC research to propose a new robust setpoint tracking MPC algorithm, which achieves reliable and safe tracking of a dynamic setpoint while guaranteeing stability and constraint satisfaction.…
The objective of this research is to enable safety-critical systems to simultaneously learn and execute optimal control policies in a safe manner to achieve complex autonomy. Learning optimal policies via trial and error, i.e., traditional reinforcement learning, is difficult to implement in safety-critical systems, particularly when task restarts are unavailable. Safe model-based reinforcement learning techniques based on a barrier transformation have recently been developed to address this problem. However, these methods rely on full state feedback, limiting their usability in a real-world e…
This paper presents a safe reinforcement learning system for automated driving that benefits from multimodal future trajectory predictions. We propose a safety system that consists of two safety components: a heuristic safety and a learning-based safety. The heuristic safety module is based on common driving rules. On the other hand, the learning-based safety module is a data-driven safety rule that learns safety patterns from driving data. Specifically, it utilizes mixture density recurrent neural networks (MD-RNN) for multimodal future trajectory predictions to accelerate the learning progre…
This paper presents a novel, safe control architecture (SCA) for controlling an important class of systems: safety-critical systems. Ensuring the safety of control decisions has always been a challenge in automatic control. The proposed SCA aims to address this challenge by using a Model Predictive Controller (MPC) that acts as a supervisor for the operating controller, in the sense that the MPC constantly checks the safety of the control inputs generated by the operating controller and intervenes if the control input is predicted to lead to a hazardous situation in the foreseeable future inva…
Norwegian University of Science and Technology (NTNU)（挪威科技大学）
In this paper, we are interested in optimal control problems with purely economic costs, which often yield optimal policies having a (nearly) bang-bang structure. We focus on policy approximations based on Model Predictive Control (MPC) and the use of the deterministic policy gradient method to optimize the MPC closed-loop performance in the presence of unmodelled stochasticity or model error. When the policy has a (nearly) bang-bang structure, we observe that the policy gradient method can struggle to produce meaningful steps in the policy parameters. To tackle this issue, we propose a homoto…
