An unconstrained optimal control policy is completely decentralized if computing actuation for each subsystem only requires information directly available to its own subcontroller. Parameters that admit a completely decentralized optimal controller have been characterized in a variety of systems, but attempts to physically explain the phenomenon have been limited. As a step toward a general characterization of complete decentralization, this paper presents conditions for complete decentralization of Linear Quadratic Regulators for several simple cases and physically interprets these conditions with illustrative examples. These simple cases are then leveraged to characterize complete decentralization of more complex systems.
Near-Optimal Distributed Linear-Quadratic Regulator for Networked Systems
Mathematics and Computer Science Division, Argonne National Laboratory（阿贡国家实验室数学与计算机科学部）；California Institute of Technology（加州理工学院）；Department of Electrical and Computer Engineering, Carnegie Mellon University（卡内基梅隆大学电气与计算机工程系）；Department of Statistics, University of Chicago（芝加哥大学统计系）
This paper considers the Linear Quadratic Regulator problem for linear systems with unknown dynamics, a central problem in data-driven control and reinforcement learning. We propose a method that uses data to directly return a controller without estimating a model of the system. Sufficient conditions are given under which this method returns a stabilizing controller with guaranteed relative error when the data used to design the controller are affected by noise. This method has low complexity as it only requires a finite number of samples of the system response to a sufficiently exciting input…
Lane-free vehicle movement has been recently proposed for connected automated vehicles (CAV) due to various potential advantages. One such advantage stems from the fact that incremental changes of the road width in lane-free traffic lead to corresponding incremental changes of the traffic flow capacity. Based on this property, the concept of internal boundary control was recently introduced to flexibly share the total road width and capacity among the two traffic directions of a highway in real-time, in response to the prevailing traffic conditions, so as to maximize the cross-road (both direc…
We present a local minimax lower bound on the excess cost of designing a linear-quadratic controller from offline data. The bound is valid for any offline exploration policy that consists of a stabilizing controller and an energy bounded exploratory input. The derivation leverages a relaxation of the minimax estimation problem to Bayesian estimation, and an application of Van Trees' inequality. We show that the bound aligns with system-theoretic intuition. In particular, we demonstrate that the lower bound increases when the optimal control objective value increases. We also show that the lowe…
It is well known that highly volatile control laws, while theoretically optimal for certain systems, are undesirable from an engineering perspective, being generally deleterious to the controlled system. In this article we are concerned with the temporal volatility of the control process of the regulator in discrete time Linear Quadratic Regulators (LQRs). Our investigation in this paper unearths a surprising connection between the cost functional which an LQR is tasked with minimizing and the temporal variations of its control laws. We first show that optimally controlling the system always i…
In this work we addressed the problem of stability analysis for an uncertain piecewise affine model of a genetic regulatory network. In particular we considered polytopic parameter uncertainties on the proteins production rate functions, giving conditions for the existence of a piecewise quadratic Lyapunov function for any possible realization of the system. In the spirit of other works in literature, the resulting conditions will be given on the vertices of the parameter polytope, while still taking into consideration the piecewise nature of the Lyapunov function and the presence, in general,…
The behaviour of a stochastic dynamical system may be largely influenced by those low-probability, yet extreme events. To address such occurrences, this paper proposes an infinite-horizon risk-constrained Linear Quadratic Regulator (LQR) framework with time-average cost. In addition to the standard LQR objective, the average one-stage predictive variance of the state penalty is constrained to lie within a user-specified level. By leveraging the duality, its optimal solution is first shown to be stationary and affine in the state, i.e., $u(x,λ^*) = -K(λ^*)x + l(λ^*)$, where $λ^*$ is an optimal …
Pacific Northwest National Laboratory (PNNL)（太平洋西北国家实验室）
This paper discusses learning a structured feedback control to obtain sufficient robustness to exogenous inputs for linear dynamic systems with unknown state matrix. The structural constraint on the controller is necessary for many cyber-physical systems, and our approach presents a design for any generic structure, paving the way for distributed learning control. The ideas from reinforcement learning (RL) in conjunction with control-theoretic sufficient stability and performance guarantees are used to develop the methodology. First, a model-based framework is formulated using dynamic programm…
The principal task to control dynamical systems is to ensure their stability. When the system is unknown, robust approaches are promising since they aim to stabilize a large set of plausible systems simultaneously. We study linear controllers under quadratic costs model also known as linear quadratic regulators (LQR). We present two different semi-definite programs (SDP) which results in a controller that stabilizes all systems within an ellipsoid uncertainty set. We further show that the feasibility conditions of the proposed SDPs are \emph{equivalent}. Using the derived robust controller syn…
In this paper, a cooperative Linear Quadratic Regulator (LQR) problem is investigated for multi-input systems, where each input is generated by an agent in a network. The input matrices are different and locally possessed by the corresponding agents respectively, which can be regarded as different ways for agents to control the multi-input system. By embedding a fully distributed information fusion strategy, a novel cooperative LQR-based controller is proposed. Each agent only needs to communicate with its neighbors, rather than sharing information globally in a network. Moreover, only the joi…
In this paper, we propose a novel linear quadratic Gaussian controller whose parameters can be automatically tuned. While linear quadratic regulator method has been widely used in adaptive cruise control system design, researchers have not yet proposed a feasible and effective linear quadratic regulator. Neither did they well tackle with process and measurement noise, nor did they solve the tedious and inefficient tuning problem in adaptive cruise control system design. To compensate for the noise, the authors introduced linear quadratic Gaussian where Kalman filter is applied. And to make the…
University of Notre Dame（圣母大学）；University of Texas at Austin（德克萨斯大学奥斯汀分校）
We study the problem of control policy design for decentralized state-feedback linear quadratic control with a partially nested information structure, when the system model is unknown. We propose a model-based learning solution, which consists of two steps. First, we estimate the unknown system model from a single system trajectory of finite length, using least squares estimation. Next, based on the estimated system model, we design a control policy that satisfies the desired information structure. We show that the suboptimality gap between our control policy and the optimal decentralized cont…
We propose a new risk-constrained reformulation of the standard Linear Quadratic Regulator (LQR) problem. Our framework is motivated by the fact that the classical (risk-neutral) LQR controller, although optimal in expectation, might be ineffective under relatively infrequent, yet statistically significant (risky) events. To effectively trade between average and extreme event performance, we introduce a new risk constraint, which explicitly restricts the total expected predictive variance of the state penalty by a user-prescribed level. We show that, under rather minimal conditions on the proc…
Approximate Thompson Sampling for Learning Linear Quadratic Regulators with $O(\sqrt{T})$ Regret
Department of Applied Artificial Intelligence, Seoul National University of Science and Technology（应用人工智能系，首尔科学技术大学）；Department of Electrical and Computer Engineering and ASRI, Seoul National University（电气电子工程系和ASRI，首尔国立大学）
University of Illinois at Urbana-Champaign（伊利诺伊大学厄巴纳-香槟分校）；MIT-IBM Watson AI Lab（麻省理工学院-IBM沃森人工智能实验室）；IBM Research（IBM研究院）；SEAS Harvard University（哈佛大学工程与应用科学学院）
We study the adaptive control of an unknown linear system with a quadratic cost function subject to safety constraints on both the states and actions. The challenges of this problem arise from the tension among safety, exploration, performance, and computation. To address these challenges, we propose a polynomial-time algorithm that guarantees feasibility and constraint satisfaction with high probability under proper conditions. Our algorithm is implemented on a single trajectory and does not require system restarts. Further, we analyze the regret of our learning algorithm compared to the opti…
Risk-aware control, though with promise to tackle unexpected events, requires a known exact dynamical model. In this work, we propose a model-free framework to learn a risk-aware controller with a focus on the linear system. We formulate it as a discrete-time infinite-horizon LQR problem with a state predictive variance constraint. To solve it, we parameterize the policy with a feedback gain pair and leverage primal-dual methods to optimize it by solely using data. We first study the optimization landscape of the Lagrangian function and establish the strong duality in spite of its non-convex n…
University of California Los Angeles（加利福尼亚大学洛杉矶分校）
Practitioners often rely on compute-intensive domain randomization to ensure reinforcement learning policies trained in simulation can robustly transfer to the real world. Due to unmodeled nonlinearities in the real system, however, even such simulated policies can still fail to perform stably enough to acquire experience in real environments. In this paper we propose a novel method that guarantees a stable region of attraction for the output of a policy trained in simulation, even for highly nonlinear systems. Our core technique is to use "bias-shifted" neural networks for constructing the co…
Learning Decentralized Linear Quadratic Regulators with $\sqrt{T}$ Regret
School of Artificial Intelligence and Automation at the Huazhong University of Science and Technology（华中科技大学人工智能与自动化学院）；College of Petroleum Engineering, Yangtze University（长江大学石油工程学院）；Elmore Family School of Electrical and Computer Engineering at Purdue University（普渡大学埃尔莫尔家族电气与计算机工程学院）
On the Optimization Landscape of Dynamic Output Feedback: A Case Study for Linear Quadratic Regulator
National University of Singapore（新加坡国立大学）；University of Science and Technology Beijing（北京科技大学）；Tsinghua University（清华大学）；University of California San Diego（加利福尼亚大学圣迭戈分校）
RWTH Aachen University（亚琛工业大学）；Ingenieurgesellschaft Auto und Verkehr (IAV)（IAV汽车与交通工程公司）；Max Planck Institute for Intelligent Systems（马克斯·普朗克智能系统研究所）
Probabilistic models such as Gaussian processes (GPs) are powerful tools to learn unknown dynamical systems from data for subsequent use in control design. While learning-based control has the potential to yield superior performance in demanding applications, robustness to uncertainty remains an important challenge. Since Bayesian methods quantify uncertainty of the learning results, it is natural to incorporate these uncertainties into a robust design. In contrast to most state-of-the-art approaches that consider worst-case estimates, we leverage the learning method's posterior distribution i…
Department of Statistics, Harvard University（哈佛大学统计系）
The theory of reinforcement learning currently suffers from a mismatch between its empirical performance and the theoretical characterization of its performance, with consequences for, e.g., the understanding of sample efficiency, safety, and robustness. The linear quadratic regulator with unknown dynamics is a fundamental reinforcement learning setting with significant structure in its dynamics and cost function, yet even in this setting there is a gap between the best known regret lower-bound of $Ω_p(\sqrt{T})$ and the best known upper-bound of $O_p(\sqrt{T}\,\text{polylog}(T))$. The contrib…
Time-Invariant Linear Quadratic Regulators: A New Look
Université de Lorraine（洛林大学）；Bretagne INP（布列塔尼国立高等工程学院）；ENSTA（法国国立高级造船与海事工程学院）；Institut Polytechnique de Paris（巴黎理工学院）；Univ. Brest（布雷斯特大学）；Univ. Bretagne-Sud（南布列塔尼大学）；Sorbonne Université（索邦大学）；AL.I.E.N.
In this report, linear quadratic regulator is used to design adaptive cruise control system. In the regulator, Q and R parameters vary with time according to current traffic situations. Phase-plant method is used to give constraints on Q and R parameters, and coefficient descent method is applied to solve for the constrained optimization problem. Meanwhile, data based controller design method is also introduced in this paper, where the time vary vehicle dynamic parameters are no longer considered. Q-function, which consists of Markovian state and action penalty, is introduced to indicate the c…
University of Southern California（南加州大学）；University of Texas at Dallas（德克萨斯大学达拉斯分校）
Model-free reinforcement learning attempts to find an optimal control action for an unknown dynamical system by directly searching over the parameter space of controllers. The convergence behavior and statistical properties of these approaches are often poorly understood because of the nonconvex nature of the underlying optimization problems and the lack of exact gradient computation. In this paper, we take a step towards demystifying the performance and efficiency of such methods by focusing on the standard infinite-horizon linear quadratic regulator problem for continuous-time systems with u…
