Neural Lyapunov Model Predictive Control: Learning Safe Global Controllers from Sub-optimal Examples [article]

Mayank Mittal, Marco Gallieri, Alessio Quaglino, Seyed Sina Mirrazavi Salehian, Jan Koutník
<span title="2021-06-03">2021</span> <i > arXiv </i> &nbsp; <span class="release-stage" >pre-print</span>
With a growing interest in data-driven control techniques, Model Predictive Control (MPC) provides an opportunity to exploit the surplus of data reliably, particularly while taking safety and stability into account. In many real-world and industrial applications, it is typical to have an existing control strategy, for instance, execution from a human operator. The objective of this work is to improve upon this unknown, safe but suboptimal policy by learning a new controller that retains safety
more &raquo; ... nd stability. Learning how to be safe is achieved directly from data and from a knowledge of the system constraints. The proposed algorithm alternatively learns the terminal cost and updates the MPC parameters according to a stability metric. The terminal cost is constructed as a Lyapunov function neural network with the aim of recovering or extending the stable region of the initial demonstrator using a short prediction horizon. Theorems that characterize the stability and performance of the learned MPC in the bearing of model uncertainties and sub-optimality due to function approximation are presented. The efficacy of the proposed algorithm is demonstrated on non-linear continuous control tasks with soft constraints. The proposed approach can improve upon the initial demonstrator also in practice and achieve better stability than popular reinforcement learning baselines.
<span class="external-identifiers"> <a target="_blank" rel="external noopener" href="">arXiv:2002.10451v2</a> <a target="_blank" rel="external noopener" href="">fatcat:mpmbdjk6ozhsbkqptyl2zl55oq</a> </span>
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